V-Lab: S&P Total Market Index MF2-GARCH Volatility Analysis

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V-Lab

S&P Total Market Index MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 8th, 2025:11.60% (-0.52%)

Analysis last updated: Sunday, December 7, 2025 at 01:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	76
$α$	0.0000	0.00
$β$	0.8327	203.45
$γ$	0.2314	38.27
$λ_{1}$	0.0347	2.52
$λ_{2}$	0.1669	2.26
$λ_{3}$	0.8042	9.33

Estimation Period:
Mar 30, 2006 to Dec 5, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts