V-Lab: NASDAQ Composite Index Asy. Power MEM Volatility Analysis

V-Lab

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V-Lab

NASDAQ Composite Index Asy. Power MEM Volatility Analysis

Volatility Prediction for Tuesday, January 14th, 2025:23.76% (-0.23%)

Analysis last updated: Monday, January 13, 2025 at 10:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0497	40.33
$α$	0.2169	68.32
$β$	0.7596	221.99
$γ$	0.2020	31.54
$δ$	0.8356	24.91

Estimation Period:
Jan 1, 1990 to Jan 10, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts