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

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V-Lab

S&P 100 Index MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, October 20th, 2025:17.02% (-1.02%)

Analysis last updated: Friday, October 17, 2025 at 09:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0000	0.00
$β$	0.8398	224.90
$γ$	0.1939	40.19
$λ_{1}$	0.0108	5.18
$λ_{2}$	0.0680	4.28
$λ_{3}$	0.9218	51.86

Estimation Period:
Jan 1, 1990 to Oct 17, 2025

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