S&P Total Market Index GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.41% (+4.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0314 | 17.14 | |
| 0.1294 | 32.34 | |
| 0.8471 | 207.58 |
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 GARCH Analyses on Equity Indices