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

V-Lab

NASDAQ 100 Asy. Power MEM Volatility Analysis

Volatility Prediction for Tuesday, July 8th, 2025:13.66% (+0.61%)

Analysis last updated: Monday, July 7, 2025 at 09:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0461	35.11
$α$	0.2160	73.91
$β$	0.7669	249.08
$γ$	0.1965	35.04
$δ$	0.8570	24.32

Estimation Period:
Jan 1, 1990 to Jul 3, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts