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 Tuesday, November 18th, 2025:16.90% (+0.02%)

Analysis last updated: Monday, November 17, 2025 at 10:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0000	0.00
$β$	0.8403	226.31
$γ$	0.1934	40.11
$λ_{1}$	0.0107	5.21
$λ_{2}$	0.0675	4.30
$λ_{3}$	0.9224	52.58

Estimation Period:
Jan 1, 1990 to Nov 14, 2025

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