V-Lab: NASDAQ Composite Index GAS-GARCH Student T Volatility Analysis

V-Lab

NASDAQ Composite Index GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, October 8th, 2025:11.49% (+0.23%)

Analysis last updated: Tuesday, October 7, 2025 at 09:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.9136	7.53
$α$	0.0863	39.14
$β$	0.9904	683.99
$ν$	9.3708	5.57

Estimation Period:
Jan 1, 1990 to Oct 3, 2025