S&P MidCap 400 Index APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.41% (+0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0269 | 35.69 | |
| 0.0854 | 44.89 | |
| 0.9099 | 490.01 | |
| 0.6988 | 37.38 | |
| 1.0242 | 40.77 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Equity Indices