S&P Total Market Index Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Friday, April 17th, 2026
1 Day
17.22%
decreased by 1.13%
1 Week
17.37%
decreased by 0.98%
1 Month
17.85%
decreased by 0.50%
Analysis last updated: Thursday, April 16, 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 | |
|---|---|---|
| 0.8825 | 5.76 | |
| 0.1308 | 8.78 | |
| 0.8354 | 49.26 | |
| -0.0303 | -2.42 | |
| 0.0544 | 2.88 | |
| -0.0333 | -3.16 |
Estimation Period:
Mar 30, 2006 to Apr 10, 2026
Mar 30, 2006 to Apr 10, 2026
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