V-Lab: S&P 500 Index MF2-GARCH Volatility Analysis

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S&P 500 Index MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 8th, 2025:11.44% (-0.44%)

Analysis last updated: Saturday, December 6, 2025 at 12:32 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0000	0.00
$β$	0.8395	222.62
$γ$	0.1984	44.00
$λ_{1}$	0.0106	5.75
$λ_{2}$	0.0629	4.44
$λ_{3}$	0.9266	58.19

Estimation Period:
Jan 1, 1990 to Dec 5, 2025

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