V-Lab: S&P 500 Index Spline-GARCH Volatility Analysis

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V-Lab

S&P 500 Index Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, October 14th, 2025:17.67% (+0.93%)

Analysis last updated: Monday, October 13, 2025 at 09:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3778	7.95
$α$	0.1027	10.05
$β$	0.8640	71.67
$γ_{1}$	0.0934	6.76
$γ_{2}$	-0.1480	-6.65
$γ_{3}$	0.0875	5.44
$γ_{4}$	-0.0623	-4.05
$γ_{5}$	0.0620	3.05
$γ_{6}$	-0.0620	-1.86

Estimation Period:
Jan 1, 1990 to Oct 10, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts