NASDAQ Composite Index AGARCH Volatility Analysis
Volatility prediction for Monday, March 30th, 2026
1 Day
24.74%
increased by 0.65%
1 Week
24.66%
increased by 0.57%
1 Month
24.38%
increased by 0.29%
Analysis last updated: Saturday, March 28, 2026 at 12:04 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0140 | 6.55 | |
| 0.1016 | 47.94 | |
| 0.8769 | 391.11 | |
| 0.5452 | 22.37 |
Estimation Period:
Jan 1, 1990 to Mar 27, 2026
Jan 1, 1990 to Mar 27, 2026
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