S&P Total Market Index GARCH Volatility Analysis
Volatility prediction for Monday, April 13th, 2026
1 Day
19.37%
decreased by 1.42%
1 Week
19.32%
decreased by 1.47%
1 Month
19.17%
decreased by 1.62%
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 | |
|---|---|---|
| 0.0312 | 17.18 | |
| 0.1287 | 32.49 | |
| 0.8480 | 209.96 |
Estimation Period:
Mar 30, 2006 to Apr 10, 2026
Mar 30, 2006 to Apr 10, 2026
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