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

V-Lab

NASDAQ Composite Index MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:19.72% (-0.27%)

Analysis last updated: Friday, May 30, 2025 at 09:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0000	0.00
$β$	0.8236	225.66
$γ$	0.1910	50.70
$λ_{1}$	0.0169	5.71
$λ_{2}$	0.1024	5.37
$λ_{3}$	0.8878	42.96

Estimation Period:
Jan 1, 1990 to May 30, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts