S&P Total Market Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:16.59% (+2.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0095 | 2.06 | |
| 0.1793 | 17.90 | |
| 0.9641 | 416.62 | |
| -0.1493 | -20.45 |
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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Other EGARCH Analyses on Equity Indices