NASDAQ Composite Index GARCH Volatility Analysis
Volatility Prediction for Thursday, November 13th, 2025:19.71% (-1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0254 | 21.54 | |
| 0.1000 | 47.17 | |
| 0.8870 | 416.03 |
Estimation Period:
Jan 1, 1990 to Nov 7, 2025
Jan 1, 1990 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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