S&P Total Market Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.36% (-0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0000 | 0.00 | |
| 0.8322 | 200.54 | |
| 0.2314 | 38.06 | |
| 0.0328 | 2.55 | |
| 0.1568 | 2.28 | |
| 0.8157 | 10.12 |
Estimation Period:
Mar 30, 2006 to Feb 6, 2026
Mar 30, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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