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

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V-Lab

NASDAQ Composite Index MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, December 2nd, 2025:17.74% (-0.67%)

Analysis last updated: Monday, December 1, 2025 at 10:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0000	0.00
$β$	0.8271	230.20
$γ$	0.1894	50.40
$λ_{1}$	0.0175	5.61
$λ_{2}$	0.0985	4.99
$λ_{3}$	0.8909	41.18

Estimation Period:
Jan 1, 1990 to Nov 28, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts