S&P Total Market Index EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.98% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0094 | 2.06 | |
| 0.1795 | 17.88 | |
| 0.9640 | 416.06 | |
| -0.1496 | -20.47 |
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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Other EGARCH Analyses on Equity Indices