NASDAQ Composite Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:16.00% (-0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0000 | 0.00 | |
| 0.8261 | 227.69 | |
| 0.1897 | 50.34 | |
| 0.0173 | 5.55 | |
| 0.0972 | 4.95 | |
| 0.8922 | 41.41 |
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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