S&P Total Market Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:17.43% (+3.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0002 | 0.02 | |
| 0.1313 | 14.20 | |
| 0.8353 | 85.19 | |
| 0.6152 | 8.19 |
Estimation Period:
Mar 30, 2006 to Jan 23, 2026
Mar 30, 2006 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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