V-Lab
V-Lab
S&P 100 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, December 23rd, 2024:20.56% (-1.34%)

Analysis last updated: Friday, December 20, 2024 at 10:37 PM UTC

Date Range:

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to

6M ·

1Y ·

2Y ·

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graph of S&P 100 Index MF2-GARCH
paramt-stat
m61
α0.00000.00
β0.8367222.42
γ0.193141.63
λ10.01205.17
λ20.08034.48
λ30.908445.73
Estimation Period:
Jan 1, 1990 to Dec 20, 2024
Impact of return on volatility tomorrow
Volatility Forecasts