S&P Total Market Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:15.27% (+2.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0000 | 0.00 | |
| 0.8328 | 202.88 | |
| 0.2301 | 38.14 | |
| 0.0343 | 2.50 | |
| 0.1655 | 2.24 | |
| 0.8056 | 9.34 |
Estimation Period:
Mar 30, 2006 to Jan 23, 2026
Mar 30, 2006 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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