NASDAQ Composite Index EGARCH Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:23.80% (+3.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0162 | 10.12 | |
| 0.1731 | 46.57 | |
| 0.9756 | 1,103.59 | |
| -0.0947 | -25.89 |
Estimation Period:
Jan 1, 1990 to Nov 7, 2025
Jan 1, 1990 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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