V-Lab: GPT Group/The MF2-GARCH Volatility Analysis

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GPT Group/The MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, December 12th, 2025:21.96% (-0.49%)

Analysis last updated: Friday, December 12, 2025 at 07:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0221	15.06
$β$	0.9422	527.53
$γ$	0.0538	21.30
$λ_{1}$	0.0172	9.13
$λ_{2}$	0.0000	0.01
$λ_{3}$	0.9913	1,082.20

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

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