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V-Lab
S&P 500 Index APARCH Volatility Analysis
Volatility Prediction for Tuesday, October 28th, 2025:11.20% (-0.45%)
Analysis last updated: Monday, October 27, 2025 at 09:03 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P 500 Index APARCH
paramt-stat
ω0.028836.36
α0.086032.16
β0.9060401.61
γ0.893521.78
δ1.031240.69
Estimation Period:
Jan 1, 1990 to Oct 24, 2025
Impact of return on volatility tomorrow
Volatility Forecasts