NASDAQ Composite Index AGARCH Volatility Analysis
Volatility Prediction for Tuesday, October 28th, 2025:17.20% (+0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0140 | 6.60 | |
| 0.1018 | 47.78 | |
| 0.8769 | 389.92 | |
| 0.5425 | 22.29 |
Estimation Period:
Jan 1, 1990 to Oct 24, 2025
Jan 1, 1990 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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