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

V-Lab

NASDAQ Composite Index MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, June 30th, 2025:18.03% (-0.23%)

Analysis last updated: Friday, June 27, 2025 at 09:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0000	0.00
$β$	0.8250	227.95
$γ$	0.1909	50.59
$λ_{1}$	0.0168	5.78
$λ_{2}$	0.0992	5.29
$λ_{3}$	0.8909	43.69

Estimation Period:
Jan 1, 1990 to Jun 27, 2025

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Volatility Forecasts

Volatility Forecasts