NASDAQ Composite Index EGARCH Volatility Analysis
Volatility Prediction for Monday, October 27th, 2025:17.56% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0162 | 10.09 | |
| 0.1730 | 46.42 | |
| 0.9756 | 1,102.34 | |
| -0.0947 | -25.90 |
Estimation Period:
Jan 1, 1990 to Oct 24, 2025
Jan 1, 1990 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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