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

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V-Lab

NASDAQ 100 Asy. Power MEM Volatility Analysis

Volatility Prediction for Friday, December 9th, 2022:26.63% (-1.93%)

Analysis last updated: Friday, December 9, 2022, 12:08 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0445	33.38
$α$	0.2145	70.27
$β$	0.7700	240.02
$γ$	0.1985	33.59
$δ$	0.8791	24.17

Estimation Period:
Jan 1, 1990 to Dec 2, 2022

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Volatility Forecasts

Volatility Forecasts