S&P Total Market Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, April 15th, 2026
1 Day
19.18%
increased by 0.43%
1 Week
19.16%
increased by 0.41%
1 Month
19.10%
increased by 0.35%
Analysis last updated: Tuesday, April 14, 2026 at 11:01 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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