NASDAQ Composite Index APARCH Volatility Analysis
Volatility Prediction for Monday, January 26th, 2026:15.78% (-0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0328 | 35.19 | |
| 0.0969 | 42.67 | |
| 0.8989 | 453.05 | |
| 0.5521 | 23.21 | |
| 1.1202 | 37.22 |
Estimation Period:
Jan 1, 1990 to Jan 23, 2026
Jan 1, 1990 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
Other NASDAQ Composite Index Analyses
Other APARCH Analyses on Equity Indices