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 Monday, December 8th, 2025:12.88% (-0.51%)

Analysis last updated: Saturday, December 6, 2025 at 12:32 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3661	7.73
$α$	0.1026	10.19
$β$	0.8655	73.59
$γ_{1}$	0.0897	6.46
$γ_{2}$	-0.1417	-6.32
$γ_{3}$	0.0819	5.03
$γ_{4}$	-0.0541	-3.62
$γ_{5}$	0.0481	2.80
$γ_{6}$	-0.0341	-2.59

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts