V-Lab: S&P 100 Index MF2-GARCH Volatility Analysis

V-Lab

S&P 100 Index MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, July 30th, 2025:10.94% (+0.29%)

Analysis last updated: Tuesday, July 29, 2025 at 09:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0000	0.00
$β$	0.8391	228.63
$γ$	0.1951	41.07
$λ_{1}$	0.0116	5.39
$λ_{2}$	0.0737	4.51
$λ_{3}$	0.9154	50.32

Estimation Period:
Jan 1, 1990 to Jul 25, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts