V-Lab: S&P 500 Index GARCH Volatility Analysis

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V-Lab

S&P 500 Index GARCH Volatility Analysis

Volatility Prediction for Monday, December 8th, 2025:12.38% (-0.55%)

Analysis last updated: Friday, December 5, 2025 at 10:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0189	21.21
$α$	0.1020	43.07
$β$	0.8820	384.67

Estimation Period:
Jan 1, 1990 to Dec 5, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts