NASDAQ Composite Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, May 15th, 2026
1 Day
18.59%
decreased by 0.28%
1 Week
18.67%
decreased by 0.20%
1 Month
18.93%
increased by 0.06%
Analysis last updated: Friday, May 15, 2026 at 12:08 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9203 | 7.54 | |
| 0.0863 | 38.54 | |
| 0.9902 | 671.33 | |
| 9.3275 | 5.56 |
Estimation Period:
Jan 1, 1990 to May 8, 2026
Jan 1, 1990 to May 8, 2026
Other NASDAQ Composite Index Analyses
Other GAS-GARCH Student T Analyses on Equity Indices