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	param	t-stat
$ω$	0.0264	34.34
$α$	0.0800	29.08
$β$	0.9093	457.19
$γ$	0.9205	24.30
$δ$	1.1256	41.17

V-Lab

S&P 500 Value Index APARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:9.88% (-0.42%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P 500 Value Index Analyses