NASDAQ 100 EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:20.74% (+1.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0211 | 11.43 | |
| 0.1672 | 47.93 | |
| 0.9780 | 1,059.59 | |
| -0.0946 | -26.16 |
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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