NASDAQ 100 MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.64% (-1.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.0000 | 0.00 | |
| 0.8329 | 206.21 | |
| 0.1817 | 49.71 | |
| 0.0162 | 4.70 | |
| 0.0927 | 4.83 | |
| 0.9002 | 43.61 |
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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