NASDAQ Composite Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:18.40% (+0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0309 | 23.43 | |
| 0.0270 | 10.84 | |
| 0.8921 | 435.61 | |
| 0.1270 | 23.94 |
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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