V-Lab
V-Lab
S&P 100 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 12th, 2025:28.54% (-1.68%)

Analysis last updated: Tuesday, March 11, 2025 at 09:13 PM UTC

Date Range:

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to

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1Y ·

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graph of S&P 100 Index MF2-GARCH
paramt-stat
m61
α0.00000.00
β0.8371222.76
γ0.192441.62
λ10.01185.17
λ20.07964.48
λ30.909146.11
Estimation Period:
Jan 1, 1990 to Mar 7, 2025
Impact of return on volatility tomorrow
Volatility Forecasts