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

V-Lab

S&P Total Market Index MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, September 2nd, 2025:11.36% (+0.78%)

Analysis last updated: Saturday, August 30, 2025 at 12:29 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	76
$α$	0.0000	0.00
$β$	0.8333	208.01
$γ$	0.2322	38.53
$λ_{1}$	0.0362	2.61
$λ_{2}$	0.1785	2.37
$λ_{3}$	0.7918	9.03

Estimation Period:
Mar 30, 2006 to Aug 29, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts