S&P Total Market Index EGARCH Volatility Analysis
Volatility prediction for Monday, April 13th, 2026
1 Day
14.93%
decreased by 0.63%
1 Week
15.13%
decreased by 0.43%
1 Month
15.78%
increased by 0.22%
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 | |
|---|---|---|
| 0.0092 | 2.00 | |
| 0.1776 | 17.88 | |
| 0.9643 | 416.73 | |
| -0.1488 | -20.53 |
Estimation Period:
Mar 30, 2006 to Apr 10, 2026
Mar 30, 2006 to Apr 10, 2026
Other S&P Total Market Index Analyses
Other EGARCH Analyses on Equity Indices