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

V-Lab

S&P 100 Index MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, July 1st, 2025:13.32% (-0.19%)

Analysis last updated: Monday, June 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
$β$	0.8374	223.86
$γ$	0.1955	41.36
$λ_{1}$	0.0112	5.30
$λ_{2}$	0.0738	4.51
$λ_{3}$	0.9157	50.50

Estimation Period:
Jan 1, 1990 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts