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

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V-Lab

S&P 500 Index GARCH Volatility Analysis

Volatility Prediction for Monday, December 15th, 2025:11.93% (+0.87%)

Analysis last updated: Friday, December 12, 2025 at 10:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0190	21.21
$α$	0.1021	43.10
$β$	0.8819	384.46

Estimation Period:
Jan 1, 1990 to Dec 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts