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

V-Lab

NASDAQ Composite Index MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, July 15th, 2025:16.17% (-0.38%)

Analysis last updated: Monday, July 14, 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
$β$	0.8257	229.74
$γ$	0.1908	50.61
$λ_{1}$	0.0170	5.83
$λ_{2}$	0.0990	5.28
$λ_{3}$	0.8909	43.64

Estimation Period:
Jan 1, 1990 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts