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 Monday, October 20th, 2025:14.73% (-0.56%)

Analysis last updated: Friday, October 17, 2025 at 09:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3763	7.95
$α$	0.1025	10.07
$β$	0.8642	71.92
$γ_{1}$	0.0933	6.77
$γ_{2}$	-0.1478	-6.65
$γ_{3}$	0.0874	5.44
$γ_{4}$	-0.0622	-4.05
$γ_{5}$	0.0620	3.06
$γ_{6}$	-0.0628	-1.88

Estimation Period:
Jan 1, 1990 to Oct 17, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts