V-Lab: NASDAQ Composite Index MF2-GARCH Volatility Analysis

V-Lab

NASDAQ Composite Index MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, June 23rd, 2025:19.65% (-0.14%)

Analysis last updated: Friday, June 20, 2025 at 09:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0000	0.00
$β$	0.8247	227.37
$γ$	0.1910	50.61
$λ_{1}$	0.0168	5.76
$λ_{2}$	0.0998	5.30
$λ_{3}$	0.8904	43.57

Estimation Period:
Jan 1, 1990 to Jun 20, 2025

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Volatility Forecasts

Volatility Forecasts