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

V-Lab

| |

V-Lab

NASDAQ Composite Index MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, March 19th, 2025:30.25% (+0.48%)

Analysis last updated: Tuesday, March 18, 2025 at 09:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0000	0.00
$β$	0.8241	226.14
$γ$	0.1887	50.20
$λ_{1}$	0.0172	5.66
$λ_{2}$	0.1043	5.37
$λ_{3}$	0.8854	41.86

Estimation Period:
Jan 1, 1990 to Mar 14, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts