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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.3526	7.68***
α ARCH Response to squared shocks	0.1019	10.24***
β GARCH Volatility persistence	0.8661	74.45***

γ₁	0.0851	6.47***
γ₂	-0.1350	-6.32***
γ₃	0.0774	4.86***
γ₄	-0.0482	-3.39***
γ₅	0.0420	2.60***
γ₆	-0.0309	-2.47**

V-Lab

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

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P 500 Index Analyses