V-Lab: NASDAQ 100 MEM Volatility Analysis

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V-Lab

NASDAQ 100 MEM Volatility Analysis

Volatility Prediction for Tuesday, October 21st, 2025:22.21% (-2.39%)

Analysis last updated: Monday, October 20, 2025 at 09:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0457	9.57
$α$	0.2262	54.34
$β$	0.7572	265.86

Estimation Period:
Jan 1, 1990 to Oct 17, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts