NASDAQ Composite Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, April 27th, 2026
1 Day
22.55%
increased by 0.79%
1 Week
22.54%
increased by 0.78%
1 Month
22.50%
increased by 0.74%
Analysis last updated: Saturday, April 25, 2026 at 12:04 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9266 | 7.52 | |
| 0.0863 | 38.55 | |
| 0.9903 | 672.73 | |
| 9.3182 | 5.57 |
Estimation Period:
Jan 1, 1990 to Apr 24, 2026
Jan 1, 1990 to Apr 24, 2026
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