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

V-Lab

NASDAQ 100 Asy. Power MEM Volatility Analysis

Volatility Prediction for Tuesday, January 18th, 2022:27.48% (-3.34%)

Analysis last updated: Saturday, January 15, 2022, 01:55 AM UTC

Date Range:

from

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

Parameter Estimates

	param	t-stat
$ω$	0.0453	32.89
$α$	0.2181	70.24
$β$	0.7660	234.84
$γ$	0.1904	32.65
$δ$	0.8980	24.15

Estimation Period:
Jan 1, 1990 to Jan 14, 2022

News Impact Curve

Volatility Forecasts

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

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