NASDAQ 100 AGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
29.01%
decreased by 1.64%
1 Week
28.96%
decreased by 1.69%
1 Month
28.77%
decreased by 1.88%
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 | |
|---|---|---|
| 0.0075 | 2.91 | |
| 0.0928 | 50.84 | |
| 0.8916 | 461.48 | |
| 0.6445 | 24.07 |
Estimation Period:
Jan 1, 1990 to Jun 12, 2026
Jan 1, 1990 to Jun 12, 2026
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