S&P Total Market Index Spline-GARCH Volatility Analysis
Volatility prediction for Monday, April 13th, 2026
1 Day
19.79%
decreased by 1.42%
1 Week
19.85%
decreased by 1.36%
1 Month
20.06%
decreased by 1.15%
Analysis last updated: Friday, April 10, 2026 at 11:10 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1372 | 6.81 | |
| 0.1301 | 9.25 | |
| 0.8434 | 54.38 | |
| 0.0046 | 2.06 |
Estimation Period:
Mar 30, 2006 to Apr 10, 2026
Mar 30, 2006 to Apr 10, 2026
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