S&P Total Market Index Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.55% (+4.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8509 | 5.86 | |
| 0.1309 | 8.63 | |
| 0.8332 | 47.36 | |
| -0.0363 | -2.77 | |
| 0.0672 | 3.13 | |
| -0.0537 | -2.17 |
Estimation Period:
Mar 30, 2006 to Feb 6, 2026
Mar 30, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other S&P Total Market Index Analyses
Other Spline-GARCH Analyses on Equity Indices