NASDAQ Composite Index GARCH Volatility Analysis
Volatility Prediction for Thursday, December 4th, 2025:18.51% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0254 | 21.54 | |
| 0.0999 | 47.21 | |
| 0.8871 | 416.89 |
Estimation Period:
Jan 1, 1990 to Nov 28, 2025
Jan 1, 1990 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
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