NASDAQ 100 AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:18.34% (-1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0065 | 2.48 | |
| 0.0934 | 50.42 | |
| 0.8910 | 456.46 | |
| 0.6492 | 23.60 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Equity Indices