S&P Composite 1500 Index APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.45% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0316 | 36.60 | |
| 0.0856 | 25.39 | |
| 0.9056 | 358.49 | |
| 1.0000 | 17.54 | |
| 1.0082 | 40.53 |
Estimation Period:
Oct 31, 1994 to Feb 6, 2026
Oct 31, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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