S&P Total Market Index GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, April 15th, 2026
1 Day
13.42%
decreased by 0.53%
1 Week
13.68%
decreased by 0.27%
1 Month
14.53%
increased by 0.58%
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 | |
|---|---|---|
| 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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