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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0527	42.26***
α ARCH Response to squared shocks	0.2233	71.35***
β GARCH Volatility persistence	0.7511	222.15***
γ leverage Additional response to negative shocks	0.2029	33.09***
δ power Transformation power	0.8027	24.56***

V-Lab

NASDAQ Composite Index Asy. Power MEM Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other NASDAQ Composite Index Analyses