V-Lab: SPDR S&P 500 ETF Trust Zero Slope Spline-GARCH Volatility Analysis

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SPDR S&P 500 ETF Trust Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, December 8th, 2025:12.49% (-0.53%)

Analysis last updated: Saturday, December 6, 2025 at 01:22 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7245	4.60
$α$	0.1126	9.81
$β$	0.8512	63.76
$γ_{1}$	0.0661	1.99
$γ_{2}$	-0.1601	-3.50
$γ_{3}$	0.1743	6.79
$γ_{4}$	-0.1424	-5.42
$γ_{5}$	0.0963	3.04
$γ_{6}$	-0.0314	-1.03
$γ_{7}$	-0.0112	-0.51

Estimation Period:
Jan 29, 1993 to Dec 5, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts