NASDAQ Composite Index GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
18.47%
increased by 0.84%
1 Week
18.57%
increased by 0.94%
1 Month
18.95%
increased by 1.32%
Analysis last updated: Thursday, May 21, 2026 at 12:10 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0256 | 21.79 | |
| 0.0997 | 47.40 | |
| 0.8871 | 417.85 |
Estimation Period:
Jan 1, 1990 to May 15, 2026
Jan 1, 1990 to May 15, 2026
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