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

V-Lab

S&P 100 Index MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:15.27% (-0.47%)

Analysis last updated: Friday, May 30, 2025 at 09:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0000	0.00
$β$	0.8365	221.82
$γ$	0.1954	41.86
$λ_{1}$	0.0115	5.24
$λ_{2}$	0.0771	4.52
$λ_{3}$	0.9124	48.39

Estimation Period:
Jan 1, 1990 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts