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V-Lab
V-Lab
S&P 100 Index APARCH Volatility Analysis
Volatility Prediction for Monday, October 20th, 2025:14.06% (-0.75%)
Analysis last updated: Friday, October 17, 2025 at 09:29 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P 100 Index APARCH
paramt-stat
ω0.027731.69
α0.083830.08
β0.9066376.80
γ0.826318.87
δ1.109942.32
Estimation Period:
Jan 1, 1990 to Oct 17, 2025
Impact of return on volatility tomorrow
Volatility Forecasts