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

V-Lab

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V-Lab

NASDAQ Composite Index MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:20.02% (-0.91%)

Analysis last updated: Thursday, April 18, 2024 at 09:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0000	0.00
$β$	0.8226	225.49
$γ$	0.1910	49.96
$λ_{1}$	0.0180	5.81
$λ_{2}$	0.1081	5.57
$λ_{3}$	0.8809	41.63

Estimation Period:
Jan 1, 1990 to Apr 12, 2024

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Volatility Forecasts

Volatility Forecasts