V-Lab: NASDAQ 100 MF2-GARCH Volatility Analysis

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NASDAQ 100 MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, November 28th, 2025:19.87% (-1.09%)

Analysis last updated: Wednesday, November 26, 2025 at 10:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	56
$α$	0.0000	0.00
$β$	0.8341	208.22
$γ$	0.1809	49.59
$λ_{1}$	0.0165	4.74
$λ_{2}$	0.0936	4.80
$λ_{3}$	0.8993	42.97

Estimation Period:
Jan 1, 1990 to Nov 26, 2025

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