NASDAQ Composite Index EGARCH Volatility Analysis
Volatility Prediction for Friday, December 26th, 2025:16.04% (-0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0162 | 10.09 | |
| 0.1731 | 46.62 | |
| 0.9755 | 1,101.01 | |
| -0.0948 | -25.97 |
Estimation Period:
Jan 1, 1990 to Dec 24, 2025
Jan 1, 1990 to Dec 24, 2025
News Impact Curve
Volatility Forecasts
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