V-Lab
V-Lab
S&P 100 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 5th, 2025:15.08% (-0.75%)

Analysis last updated: Tuesday, February 4, 2025 at 10:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P 100 Index MF2-GARCH
paramt-stat
m61
α0.00000.00
β0.8373222.86
γ0.192341.48
λ10.01185.17
λ20.07954.48
λ30.909346.18
Estimation Period:
Jan 1, 1990 to Jan 31, 2025
Impact of return on volatility tomorrow
Volatility Forecasts