V-Lab: NASDAQ Composite Index Asy. Power MEM Volatility Analysis

V-Lab

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V-Lab

NASDAQ Composite Index Asy. Power MEM Volatility Analysis

Volatility Prediction for Friday, May 17th, 2024:12.75% (-0.24%)

Analysis last updated: Thursday, May 16, 2024 at 09:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0494	39.74
$α$	0.2182	67.44
$β$	0.7589	218.94
$γ$	0.2004	31.19
$δ$	0.8672	25.95

Estimation Period:
Jan 1, 1990 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts