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

V-Lab

NASDAQ Composite Index MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, September 3rd, 2025:15.89% (+0.44%)

Analysis last updated: Tuesday, September 2, 2025 at 09:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0000	0.00
$β$	0.8263	232.50
$γ$	0.1903	50.85
$λ_{1}$	0.0182	5.84
$λ_{2}$	0.1036	5.33
$λ_{3}$	0.8854	41.64

Estimation Period:
Jan 1, 1990 to Aug 29, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts