V-Lab: NASDAQ 100 MF2-GARCH Volatility Analysis

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V-Lab

NASDAQ 100 MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, November 7th, 2025:22.97% (+3.05%)

Analysis last updated: Thursday, November 6, 2025 at 10:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	56
$α$	0.0000	0.00
$β$	0.8336	207.22
$γ$	0.1811	49.53
$λ_{1}$	0.0164	4.71
$λ_{2}$	0.0937	4.81
$λ_{3}$	0.8992	42.94

Estimation Period:
Jan 1, 1990 to Oct 31, 2025

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Volatility Forecasts