V-Lab: NASDAQ 100 Asy. Power MEM Volatility Analysis

V-Lab

NASDAQ 100 Asy. Power MEM Volatility Analysis

Volatility Prediction for Friday, June 20th, 2025:15.07% (-0.79%)

Analysis last updated: Wednesday, June 18, 2025 at 09:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0461	35.12
$α$	0.2162	73.89
$β$	0.7667	248.67
$γ$	0.1961	35.00
$δ$	0.8568	24.31

Estimation Period:
Jan 1, 1990 to Jun 18, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts