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

Skip to main content

V-Lab

S&P 500 Index MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, November 12th, 2025:12.88% (-0.64%)

Analysis last updated: Tuesday, November 11, 2025 at 10:09 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	223.06
$γ$	0.1983	43.87
$λ_{1}$	0.0106	5.76
$λ_{2}$	0.0626	4.44
$λ_{3}$	0.9269	58.48

Estimation Period:
Jan 1, 1990 to Nov 7, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts