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	param	t-stat
$ω$	1.3724	7.97
$α$	0.1022	10.06
$β$	0.8642	71.77
$γ_{1}$	0.0919	6.83
$γ_{2}$	-0.1457	-6.71
$γ_{3}$	0.0862	5.44
$γ_{4}$	-0.0609	-4.09
$γ_{5}$	0.0623	3.18
$γ_{6}$	-0.0702	-2.21

V-Lab

S&P 500 Index Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, January 12th, 2026:9.99% (+0.22%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P 500 Index Analyses