S&P Total Market Index MF2-GARCH Volatility Analysis
Volatility prediction for Friday, April 17th, 2026
1 Day
11.05%
decreased by 0.40%
1 Week
11.65%
increased by 0.20%
1 Month
13.36%
increased by 1.91%
Analysis last updated: Thursday, April 16, 2026 at 11:01 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0000 | 0.00 | |
| 0.8335 | 202.74 | |
| 0.2298 | 38.09 | |
| 0.0329 | 2.57 | |
| 0.1563 | 2.29 | |
| 0.8161 | 10.22 |
Estimation Period:
Mar 30, 2006 to Apr 10, 2026
Mar 30, 2006 to Apr 10, 2026
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