NASDAQ 100 MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:16.37% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.0000 | 0.00 | |
| 0.8330 | 206.19 | |
| 0.1812 | 49.63 | |
| 0.0162 | 4.68 | |
| 0.0930 | 4.83 | |
| 0.8998 | 43.45 |
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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