S&P Total Market Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:13.16% (+1.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0313 | 17.09 | |
| 0.1291 | 32.28 | |
| 0.8475 | 207.92 |
Estimation Period:
Mar 30, 2006 to Jan 23, 2026
Mar 30, 2006 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
Other S&P Total Market Index Analyses
Other GARCH Analyses on Equity Indices