NASDAQ Composite Index GARCH Volatility Analysis
Volatility Prediction for Monday, February 2nd, 2026:14.80% (+0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0255 | 21.65 | |
| 0.0995 | 47.12 | |
| 0.8873 | 416.95 |
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Jan 1, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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