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

V-Lab

NASDAQ 100 Asy. Power MEM Volatility Analysis

Volatility Prediction for Friday, July 1st, 2022:34.92% (+2.84%)

Analysis last updated: Friday, July 1, 2022, 01:07 AM UTC

Date Range:

from

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

Parameter Estimates

	param	t-stat
$ω$	0.0455	33.34
$α$	0.2185	70.86
$β$	0.7656	236.50
$γ$	0.1935	33.33
$δ$	0.8941	24.37

Estimation Period:
Jan 1, 1990 to Jun 24, 2022

News Impact Curve

Volatility Forecasts

Other NASDAQ 100 Analyses
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GJR-GARCH
EGARCH
APARCH
AGARCH
Spline-GARCH
Zero Slope Spline-GARCH
MEM
Asy. MEM
GAS-GARCH Student T
MF2-GARCH

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