S&P Total Market Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.03% (+4.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8776 | 5.75 | |
| 0.1317 | 8.73 | |
| 0.8341 | 48.59 | |
| -0.0316 | -2.48 | |
| 0.0563 | 2.93 | |
| -0.0339 | -3.16 |
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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