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 Tuesday, November 18th, 2025:14.31% (+0.07%)

Analysis last updated: Monday, November 17, 2025 at 10:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3742	7.95
$α$	0.1022	10.06
$β$	0.8645	72.07
$γ_{1}$	0.0927	6.78
$γ_{2}$	-0.1469	-6.66
$γ_{3}$	0.0868	5.42
$γ_{4}$	-0.0613	-4.04
$γ_{5}$	0.0614	3.06
$γ_{6}$	-0.0634	-1.92

Estimation Period:
Jan 1, 1990 to Nov 14, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts