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, September 25th, 2023:18.66% (+0.21%)

Analysis last updated: Friday, September 22, 2023 at 11:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0493	39.35
$α$	0.2191	66.77
$β$	0.7583	216.16
$γ$	0.2001	30.76
$δ$	0.8763	25.99

Estimation Period:
Jan 1, 1990 to Sep 22, 2023

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts