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

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V-Lab

S&P 500 Index Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, November 14th, 2025:14.99% (+2.02%)

Analysis last updated: Thursday, November 13, 2025 at 10:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3747	7.96
$α$	0.1023	10.06
$β$	0.8643	71.90
$γ_{1}$	0.0929	6.79
$γ_{2}$	-0.1472	-6.67
$γ_{3}$	0.0871	5.44
$γ_{4}$	-0.0618	-4.06
$γ_{5}$	0.0620	3.09
$γ_{6}$	-0.0648	-1.95

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts