S&P Total Market Index AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.26% (+0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0001 | 0.01 | |
| 0.1317 | 14.17 | |
| 0.8348 | 84.72 | |
| 0.6157 | 8.20 |
Estimation Period:
Mar 30, 2006 to Feb 6, 2026
Mar 30, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other S&P Total Market Index Analyses
Other AGARCH Analyses on Equity Indices