NASDAQ Composite Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
21.90%
decreased by 1.28%
1 Week
21.90%
decreased by 1.28%
1 Month
21.91%
decreased by 1.27%
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 | |
|---|---|---|
| 1.9246 | 7.41 | |
| 0.0858 | 38.21 | |
| 0.9903 | 665.95 | |
| 9.2226 | 5.60 |
Estimation Period:
Jan 1, 1990 to Jun 12, 2026
Jan 1, 1990 to Jun 12, 2026
Other NASDAQ Composite Index Analyses
Other GAS-GARCH Student T Analyses on Equity Indices