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V-Lab
V-Lab
S&P 500 Index APARCH Volatility Analysis
Volatility Prediction for Monday, October 20th, 2025:13.57% (-0.79%)
Analysis last updated: Friday, October 17, 2025 at 09:23 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P 500 Index APARCH
paramt-stat
ω0.028836.33
α0.086032.09
β0.9059401.04
γ0.893021.73
δ1.032640.68
Estimation Period:
Jan 1, 1990 to Oct 17, 2025
Impact of return on volatility tomorrow
Volatility Forecasts