V-Lab: S&P 100 Index GARCH Volatility Analysis

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V-Lab

S&P 100 Index GARCH Volatility Analysis

Volatility Prediction for Tuesday, October 21st, 2025:15.75% (+0.23%)

Analysis last updated: Monday, October 20, 2025 at 09:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0187	20.50
$α$	0.1008	43.24
$β$	0.8844	389.60

Estimation Period:
Jan 1, 1990 to Oct 17, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts