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

V-Lab

NASDAQ Composite Index Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, April 17th, 2025:46.71% (+0.69%)

Analysis last updated: Wednesday, April 16, 2025 at 09:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0510	40.49
$α$	0.2242	68.99
$β$	0.7524	217.47
$γ$	0.1985	31.94
$δ$	0.8607	25.56

Estimation Period:
Jan 1, 1990 to Apr 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts