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

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S&P 100 Index MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, November 7th, 2025:16.55% (+1.88%)

Analysis last updated: Thursday, November 6, 2025 at 10:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0000	0.00
$β$	0.8400	225.61
$γ$	0.1936	40.18
$λ_{1}$	0.0107	5.20
$λ_{2}$	0.0677	4.30
$λ_{3}$	0.9221	52.31

Estimation Period:
Jan 1, 1990 to Oct 31, 2025

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