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

V-Lab

NASDAQ Composite Index Asy. Power MEM Volatility Analysis

Volatility Prediction for Tuesday, July 1st, 2025:13.58% (-0.91%)

Analysis last updated: Monday, June 30, 2025 at 09:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0511	41.02
$α$	0.2220	69.72
$β$	0.7539	220.37
$γ$	0.1997	32.00
$δ$	0.8393	25.19

Estimation Period:
Jan 1, 1990 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts