S&P Total Market Index APARCH Volatility Analysis
Volatility prediction for Monday, April 13th, 2026
1 Day
14.08%
decreased by 0.55%
1 Week
14.46%
decreased by 0.17%
1 Month
15.71%
increased by 1.08%
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 | |
|---|---|---|
| 0.0398 | 25.38 | |
| 0.1053 | 19.51 | |
| 0.8872 | 173.72 | |
| 0.9105 | 13.26 | |
| 0.9371 | 28.43 |
Estimation Period:
Mar 30, 2006 to Apr 10, 2026
Mar 30, 2006 to Apr 10, 2026
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