NASDAQ Composite Index EGARCH Volatility Analysis
Volatility prediction for Friday, March 27th, 2026
1 Day
26.01%
increased by 3.88%
1 Week
25.81%
increased by 3.68%
1 Month
25.13%
increased by 3.00%
Analysis last updated: Friday, March 27, 2026 at 02:13 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0161 | 10.04 | |
| 0.1724 | 46.53 | |
| 0.9755 | 1,103.54 | |
| -0.0946 | -26.01 |
Estimation Period:
Jan 1, 1990 to Mar 20, 2026
Jan 1, 1990 to Mar 20, 2026
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