V-Lab: S&P Total Market Index Zero Slope Spline-GARCH Volatility Analysis

V-Lab

S&P Total Market Index Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, September 2nd, 2025:12.65% (+0.01%)

Analysis last updated: Saturday, August 30, 2025 at 12:29 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8665	5.70
$α$	0.1325	8.69
$β$	0.8338	48.47
$γ_{1}$	-0.0353	-2.62
$γ_{2}$	0.0619	3.06
$γ_{3}$	-0.0364	-3.23

Estimation Period:
Mar 30, 2006 to Aug 29, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts