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

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V-Lab

S&P 500 Index Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, November 13th, 2025:13.78% (-0.63%)

Analysis last updated: Wednesday, November 12, 2025 at 10:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3671	7.74
$α$	0.1027	10.18
$β$	0.8654	73.48
$γ_{1}$	0.0901	6.46
$γ_{2}$	-0.1424	-6.32
$γ_{3}$	0.0824	5.05
$γ_{4}$	-0.0547	-3.64
$γ_{5}$	0.0487	2.82
$γ_{6}$	-0.0344	-2.60

Estimation Period:
Jan 1, 1990 to Nov 7, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts