NASDAQ 100 GARCH Volatility Analysis
Volatility Prediction for Monday, March 2nd, 2026:17.71% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0267 | 19.86 | |
| 0.0914 | 49.04 | |
| 0.8986 | 481.57 |
Estimation Period:
Jan 1, 1990 to Feb 27, 2026
Jan 1, 1990 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
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