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

V-Lab

S&P 100 Index MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, July 9th, 2025:13.54% (-0.34%)

Analysis last updated: Tuesday, July 8, 2025 at 09:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0000	0.00
$β$	0.8378	224.54
$γ$	0.1955	41.22
$λ_{1}$	0.0112	5.32
$λ_{2}$	0.0730	4.51
$λ_{3}$	0.9166	51.08

Estimation Period:
Jan 1, 1990 to Jul 3, 2025

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Volatility Forecasts

Volatility Forecasts