NASDAQ Composite Index GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.17% (+2.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0256 | 21.69 | |
| 0.0999 | 47.23 | |
| 0.8869 | 416.19 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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