S&P Total Market Index AGARCH Volatility Analysis
Volatility prediction for Monday, April 13th, 2026
1 Day
16.48%
decreased by 0.92%
1 Week
16.68%
decreased by 0.72%
1 Month
17.31%
decreased by 0.09%
Analysis last updated: Friday, April 10, 2026 at 11:09 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0001 | -0.01 | |
| 0.1303 | 14.13 | |
| 0.8361 | 85.25 | |
| 0.6184 | 8.16 |
Estimation Period:
Mar 30, 2006 to Apr 10, 2026
Mar 30, 2006 to Apr 10, 2026
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