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	param	t-stat
$ω$	1.3677	7.95
$α$	0.1016	10.05
$β$	0.8649	72.32
$γ_{1}$	0.0907	6.82
$γ_{2}$	-0.1439	-6.70
$γ_{3}$	0.0847	5.38
$γ_{4}$	-0.0586	-3.99
$γ_{5}$	0.0588	3.09
$γ_{6}$	-0.0641	-2.12

V-Lab

S&P 500 Index Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, March 16th, 2026:13.66% (-0.36%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P 500 Index Analyses