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V-Lab
S&P 100 Index APARCH Volatility Analysis
Volatility Prediction for Tuesday, November 18th, 2025:16.86% (+0.85%)
Analysis last updated: Monday, November 17, 2025 at 10:16 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P 100 Index APARCH
paramt-stat
ω0.027731.67
α0.083730.04
β0.9067378.72
γ0.825618.85
δ1.113842.51
Estimation Period:
Jan 1, 1990 to Nov 14, 2025
Impact of return on volatility tomorrow
Volatility Forecasts