NASDAQ Composite Index AGARCH Volatility Analysis
Volatility Prediction for Tuesday, January 20th, 2026:12.69% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0142 | 6.68 | |
| 0.1022 | 48.03 | |
| 0.8764 | 390.04 | |
| 0.5413 | 22.32 |
Estimation Period:
Jan 1, 1990 to Jan 16, 2026
Jan 1, 1990 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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