NASDAQ Composite Index GARCH Volatility Analysis
Volatility prediction for Monday, May 4th, 2026
1 Day
18.23%
decreased by 0.34%
1 Week
18.34%
decreased by 0.23%
1 Month
18.74%
increased by 0.17%
Analysis last updated: Saturday, May 2, 2026 at 03:34 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0256 | 21.77 | |
| 0.0998 | 47.39 | |
| 0.8870 | 417.39 |
Estimation Period:
Jan 1, 1990 to May 1, 2026
Jan 1, 1990 to May 1, 2026
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