V-Lab: S&P 500 Index MF2-GARCH Volatility Analysis

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S&P 500 Index MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, November 3rd, 2025:12.51% (-0.62%)

Analysis last updated: Friday, October 31, 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
$β$	0.8397	222.90
$γ$	0.1985	43.90
$λ_{1}$	0.0106	5.76
$λ_{2}$	0.0627	4.44
$λ_{3}$	0.9269	58.46

Estimation Period:
Jan 1, 1990 to Oct 31, 2025

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