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 Wednesday, November 26th, 2025:15.25% (-0.91%)

Analysis last updated: Tuesday, November 25, 2025 at 10:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0000	0.00
$β$	0.8402	223.81
$γ$	0.1980	43.81
$λ_{1}$	0.0106	5.77
$λ_{2}$	0.0623	4.44
$λ_{3}$	0.9273	58.82

Estimation Period:
Jan 1, 1990 to Nov 21, 2025

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