V-Lab: NASDAQ 100 MF2-GARCH Volatility Analysis

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NASDAQ 100 MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, October 13th, 2025:27.08% (+15.78%)

Analysis last updated: Friday, October 10, 2025 at 10:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	56
$α$	0.0000	0.00
$β$	0.8332	206.90
$γ$	0.1819	49.61
$λ_{1}$	0.0168	4.69
$λ_{2}$	0.0954	4.76
$λ_{3}$	0.8974	41.66

Estimation Period:
Jan 1, 1990 to Oct 10, 2025

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