NASDAQ Composite Index GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 4th, 2025:17.83% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0255 | 21.56 | |
| 0.1000 | 47.14 | |
| 0.8869 | 415.61 |
Estimation Period:
Jan 1, 1990 to Oct 31, 2025
Jan 1, 1990 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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