S&P Total Market Index APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.23% (-1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0402 | 25.40 | |
| 0.1066 | 19.83 | |
| 0.8862 | 172.15 | |
| 0.9068 | 13.47 | |
| 0.9302 | 28.26 |
Estimation Period:
Mar 30, 2006 to Feb 6, 2026
Mar 30, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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