NASDAQ Composite Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:17.25% (-1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0000 | 0.00 | |
| 0.8259 | 227.59 | |
| 0.1902 | 50.38 | |
| 0.0173 | 5.55 | |
| 0.0968 | 4.93 | |
| 0.8926 | 41.46 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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