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	param	t-stat
$ω$	1.3718	7.97
$α$	0.1022	10.05
$β$	0.8641	71.67
$γ_{1}$	0.0917	6.83
$γ_{2}$	-0.1456	-6.72
$γ_{3}$	0.0862	5.45
$γ_{4}$	-0.0611	-4.11
$γ_{5}$	0.0630	3.23
$γ_{6}$	-0.0733	-2.31

V-Lab

S&P 500 Index Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, January 20th, 2026:8.86% (-0.28%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P 500 Index Analyses