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

V-Lab

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V-Lab

NASDAQ 100 Asy. Power MEM Volatility Analysis

Volatility Prediction for Wednesday, October 4th, 2023:21.17% (+3.49%)

Analysis last updated: Tuesday, October 3, 2023 at 10:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0441	33.51
$α$	0.2131	71.36
$β$	0.7713	245.17
$γ$	0.1955	33.81
$δ$	0.8749	24.18

Estimation Period:
Jan 1, 1990 to Sep 29, 2023

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts