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

V-Lab

NASDAQ Composite Index MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, April 16th, 2025:45.05% (-3.63%)

Analysis last updated: Tuesday, April 15, 2025 at 09:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0000	0.00
$β$	0.8240	228.43
$γ$	0.1911	50.75
$λ_{1}$	0.0172	5.75
$λ_{2}$	0.1046	5.45
$λ_{3}$	0.8857	42.60

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

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Volatility Forecasts

Volatility Forecasts