NASDAQ Composite Index GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:16.77% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0256 | 21.69 | |
| 0.0996 | 47.21 | |
| 0.8872 | 417.09 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other NASDAQ Composite Index Analyses
Other GARCH Analyses on Equity Indices