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

V-Lab

NASDAQ Composite Index MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, August 13th, 2025:15.59% (-0.66%)

Analysis last updated: Tuesday, August 12, 2025 at 09:07 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	231.98
$γ$	0.1905	50.74
$λ_{1}$	0.0179	5.83
$λ_{2}$	0.1021	5.30
$λ_{3}$	0.8871	42.11

Estimation Period:
Jan 1, 1990 to Aug 8, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts