NASDAQ Composite Index AGARCH Volatility Analysis
Volatility prediction for Tuesday, April 21st, 2026
1 Day
17.82%
decreased by 0.63%
1 Week
18.05%
decreased by 0.40%
1 Month
18.85%
increased by 0.40%
Analysis last updated: Tuesday, April 21, 2026 at 12:04 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0139 | 6.50 | |
| 0.1016 | 48.02 | |
| 0.8770 | 391.69 | |
| 0.5462 | 22.43 |
Estimation Period:
Jan 1, 1990 to Apr 17, 2026
Jan 1, 1990 to Apr 17, 2026
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