S&P Total Market Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, April 13th, 2026
1 Day
18.36%
decreased by 1.63%
1 Week
18.37%
decreased by 1.62%
1 Month
18.40%
decreased by 1.59%
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 | |
|---|---|---|
| 1.3758 | 6.75 | |
| 0.1086 | 32.83 | |
| 0.9837 | 375.73 | |
| 6.6296 | 7.42 |
Estimation Period:
Mar 30, 2006 to Apr 10, 2026
Mar 30, 2006 to Apr 10, 2026
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