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

V-Lab

S&P 100 Index MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, July 18th, 2025:11.58% (-0.19%)

Analysis last updated: Thursday, July 17, 2025 at 09:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0000	0.00
$β$	0.8382	225.69
$γ$	0.1953	41.09
$λ_{1}$	0.0112	5.34
$λ_{2}$	0.0725	4.51
$λ_{3}$	0.9170	51.33

Estimation Period:
Jan 1, 1990 to Jul 11, 2025

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Volatility Forecasts

Volatility Forecasts