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

V-Lab

NASDAQ 100 Asy. Power MEM Volatility Analysis

Volatility Prediction for Tuesday, September 16th, 2025:10.56% (-0.72%)

Analysis last updated: Monday, September 15, 2025 at 09:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0458	35.21
$α$	0.2153	74.13
$β$	0.7678	251.00
$γ$	0.1974	35.16
$δ$	0.8675	24.65

Estimation Period:
Jan 1, 1990 to Sep 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts