V-Lab
V-Lab
S&P / ASX 200 Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, May 30th, 2025:93.15% (-5.06%)
Analysis last updated: Friday, May 30, 2025 at 11:17 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P / ASX 200 Volatility Index MF2-GARCH
paramt-stat
m101
α0.141617.57
β0.656638.82
γ0.01630.91
λ14.59680.60
λ20.07820.60
λ30.82112.75
Estimation Period:
Jan 2, 2008 to Apr 4, 2025
Impact of return on volatility tomorrow
Volatility Forecasts