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	param	t-stat
$ω$	1.3648	7.70
$α$	0.1027	10.21
$β$	0.8655	73.74
$γ_{1}$	0.0890	6.44
$γ_{2}$	-0.1407	-6.30
$γ_{3}$	0.0811	4.98
$γ_{4}$	-0.0527	-3.55
$γ_{5}$	0.0461	2.71
$γ_{6}$	-0.0324	-2.48

V-Lab

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

Volatility Prediction for Thursday, January 15th, 2026:10.71% (+0.09%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P 500 Index Analyses