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

V-Lab

NASDAQ Composite Index MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 6th, 2025:23.43% (-0.53%)

Analysis last updated: Monday, May 5, 2025 at 09:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0000	0.00
$β$	0.8226	227.06
$γ$	0.1918	50.94
$λ_{1}$	0.0171	5.70
$λ_{2}$	0.1041	5.42
$λ_{3}$	0.8860	42.50

Estimation Period:
Jan 1, 1990 to May 2, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts