NASDAQ Composite Index EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:18.41% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0161 | 10.06 | |
| 0.1727 | 46.56 | |
| 0.9755 | 1,102.26 | |
| -0.0948 | -26.00 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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