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 Friday, November 7th, 2025:13.40% (+0.71%)

Analysis last updated: Thursday, November 6, 2025 at 10:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0189	21.17
$α$	0.1022	43.04
$β$	0.8819	384.11

Estimation Period:
Jan 1, 1990 to Oct 31, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts