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

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NASDAQ Composite Index MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, November 12th, 2025:19.46% (-1.05%)

Analysis last updated: Tuesday, November 11, 2025 at 10:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0000	0.00
$β$	0.8270	229.91
$γ$	0.1894	50.36
$λ_{1}$	0.0176	5.61
$λ_{2}$	0.0987	4.99
$λ_{3}$	0.8907	41.11

Estimation Period:
Jan 1, 1990 to Nov 7, 2025

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