S&P Total Market Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, April 13th, 2026
1 Day
14.55%
decreased by 0.75%
1 Week
14.74%
decreased by 0.56%
1 Month
15.35%
increased by 0.05%
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 | |
|---|---|---|
| 0.0333 | 14.71 | |
| 0.0108 | 1.54 | |
| 0.8639 | 177.75 | |
| 0.1981 | 20.14 |
Estimation Period:
Mar 30, 2006 to Apr 10, 2026
Mar 30, 2006 to Apr 10, 2026
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