S&P 500 Index APARCH Volatility Analysis
Volatility prediction for Monday, May 11th, 2026
1 Day
10.13%
decreased by 0.40%
1 Week
10.54%
increased by 0.01%
1 Month
11.98%
increased by 1.45%
Analysis last updated: Saturday, May 9, 2026 at 12:28 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0287 | 36.52 | |
| 0.0852 | 32.51 | |
| 0.9068 | 405.90 | |
| 0.9015 | 22.17 | |
| 1.0251 | 40.95 |
Estimation Period:
Jan 1, 1990 to May 8, 2026
Jan 1, 1990 to May 8, 2026
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