S&P Total Market Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:12.98% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8722 | 5.73 | |
| 0.1319 | 8.72 | |
| 0.8341 | 48.45 | |
| -0.0330 | -2.53 | |
| 0.0585 | 2.97 | |
| -0.0349 | -3.17 |
Estimation Period:
Mar 30, 2006 to Dec 5, 2025
Mar 30, 2006 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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