NASDAQ Composite Index AGARCH Volatility Analysis
Volatility Prediction for Monday, December 29th, 2025:14.78% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0141 | 6.60 | |
| 0.1018 | 47.90 | |
| 0.8768 | 390.57 | |
| 0.5433 | 22.32 |
Estimation Period:
Jan 1, 1990 to Dec 26, 2025
Jan 1, 1990 to Dec 26, 2025
News Impact Curve
Volatility Forecasts
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