NASDAQ Composite Index GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
26.24%
decreased by 0.30%
1 Week
26.09%
decreased by 0.45%
1 Month
25.54%
decreased by 1.00%
Analysis last updated: Wednesday, June 17, 2026 at 12:04 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0309 | 23.56 | |
| 0.0267 | 11.00 | |
| 0.8932 | 440.01 | |
| 0.1258 | 24.12 |
Estimation Period:
Jan 1, 1990 to Jun 12, 2026
Jan 1, 1990 to Jun 12, 2026
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