V-Lab
V-Lab
S&P 100 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:15.23% (-0.88%)

Analysis last updated: Thursday, May 2, 2024 at 09:07 PM UTC

Date Range:

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graph of S&P 100 Index MF2-GARCH
paramt-stat
m61
α0.00000.00
β0.8370223.25
γ0.193041.41
λ10.01245.21
λ20.08414.56
λ30.904144.24
Estimation Period:
Jan 1, 1990 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts