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 Wednesday, March 22nd, 2023:22.21% (-2.20%)

Analysis last updated: Tuesday, March 21, 2023, 10:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0494	39.27
$α$	0.2201	66.29
$β$	0.7575	213.75
$γ$	0.2017	30.69
$δ$	0.8720	25.69

Estimation Period:
Jan 1, 1990 to Mar 17, 2023

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts