NASDAQ Composite Index APARCH Volatility Analysis
Volatility prediction for Tuesday, May 12th, 2026
1 Day
13.62%
decreased by 0.79%
1 Week
14.04%
decreased by 0.37%
1 Month
15.49%
increased by 1.08%
Analysis last updated: Tuesday, May 12, 2026 at 12:19 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0326 | 35.23 | |
| 0.0964 | 42.83 | |
| 0.8993 | 455.36 | |
| 0.5523 | 23.45 | |
| 1.1204 | 37.42 |
Estimation Period:
Jan 1, 1990 to May 8, 2026
Jan 1, 1990 to May 8, 2026
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