V-Lab: SPDR S&P 500 ETF Trust MF2-GARCH Volatility Analysis

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V-Lab

SPDR S&P 500 ETF Trust MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 8th, 2025:11.27% (-0.44%)

Analysis last updated: Saturday, December 6, 2025 at 01:23 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0000	0.00
$β$	0.8295	198.87
$γ$	0.2227	42.57
$λ_{1}$	0.0122	5.95
$λ_{2}$	0.0577	4.46
$λ_{3}$	0.9316	63.46

Estimation Period:
Jan 29, 1993 to Dec 5, 2025

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