S&P Total Market Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:14.32% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0336 | 14.80 | |
| 0.0116 | 1.65 | |
| 0.8624 | 175.58 | |
| 0.1993 | 20.09 |
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 GJR-GARCH Analyses on Equity Indices