V-Lab
S&P 500 Growth Index GARCH Volatility Analysis
Volatility prediction for Friday, July 31st, 2026
1 Day
24.08%
increased by 4.97%
1 Week
23.99%
increased by 4.88%
1 Month
23.68%
increased by 4.57%
Analysis last updated: Thursday, July 30, 2026 at 11:06 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Oct 29, 1992 to Jul 24, 2026Model Insight
Volatility shocks decay with a half-life of 61 trading days, meaning a shock loses half its impact after approximately 61 days.
σ
GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0180 | 19.59*** |
α ARCH Response to squared shocks | 0.1007 | 44.66*** |
β GARCH Volatility persistence | 0.8880 | 406.58*** |
Persistence:
0.989
Half-life:
61 days
Other S&P 500 Growth Index Analyses
Other GARCH Analyses on Equity Indices