S&P Total Market Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:15.42% (+2.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0335 | 14.78 | |
| 0.0116 | 1.65 | |
| 0.8628 | 176.12 | |
| 0.1986 | 20.03 |
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 GJR-GARCH Analyses on Equity Indices