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 Thursday, October 23rd, 2025:19.26% (+0.19%)

Analysis last updated: Wednesday, October 22, 2025 at 09:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0000	0.00
$β$	0.8265	228.88
$γ$	0.1899	50.35
$λ_{1}$	0.0176	5.60
$λ_{2}$	0.0989	4.99
$λ_{3}$	0.8904	40.96

Estimation Period:
Jan 1, 1990 to Oct 17, 2025

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Volatility Forecasts

Volatility Forecasts