NASDAQ Composite Index EGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
24.49%
decreased by 1.65%
1 Week
24.38%
decreased by 1.76%
1 Month
23.98%
decreased by 2.16%
Analysis last updated: Saturday, June 13, 2026 at 12:41 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0162 | 10.14 | |
| 0.1708 | 46.63 | |
| 0.9757 | 1,115.06 | |
| -0.0941 | -26.33 |
Estimation Period:
Jan 1, 1990 to Jun 12, 2026
Jan 1, 1990 to Jun 12, 2026
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