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 Monday, April 29th, 2024:21.09% (-1.80%)

Analysis last updated: Friday, April 26, 2024 at 09:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0492	39.69
$α$	0.2177	67.27
$β$	0.7595	219.20
$γ$	0.2007	31.17
$δ$	0.8693	26.02

Estimation Period:
Jan 1, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts