NASDAQ 100 MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, December 26th, 2025:17.26% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.0000 | 0.00 | |
| 0.8334 | 206.90 | |
| 0.1812 | 49.65 | |
| 0.0163 | 4.70 | |
| 0.0933 | 4.81 | |
| 0.8996 | 43.14 |
Estimation Period:
Jan 1, 1990 to Dec 24, 2025
Jan 1, 1990 to Dec 24, 2025
News Impact Curve
Volatility Forecasts
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