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

V-Lab

NASDAQ Composite Index MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, October 8th, 2025:12.13% (+0.77%)

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
$m$	61
$α$	0.0000	0.00
$β$	0.8261	233.50
$γ$	0.1902	51.13
$λ_{1}$	0.0188	5.86
$λ_{2}$	0.1074	5.42
$λ_{3}$	0.8810	40.57

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts