NASDAQ Composite Index GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
27.25%
decreased by 0.71%
1 Week
27.07%
decreased by 0.89%
1 Month
26.42%
decreased by 1.54%
Analysis last updated: Wednesday, June 10, 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 | 23.55 | |
| 0.0268 | 11.02 | |
| 0.8930 | 439.05 | |
| 0.1261 | 24.06 |
Estimation Period:
Jan 1, 1990 to Jun 5, 2026
Jan 1, 1990 to Jun 5, 2026
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