NASDAQ Composite Index GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:19.07% (-0.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0256 | 21.69 | |
| 0.0997 | 47.24 | |
| 0.8871 | 416.86 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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