NASDAQ Composite Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
18.76%
increased by 4.73%
1 Week
18.82%
increased by 4.79%
1 Month
19.07%
increased by 5.04%
Analysis last updated: Saturday, June 6, 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 | |
|---|---|---|
| 1.9160 | 7.37 | |
| 0.0857 | 38.03 | |
| 0.9902 | 660.59 | |
| 9.1943 | 5.59 |
Estimation Period:
Jan 1, 1990 to Jun 5, 2026
Jan 1, 1990 to Jun 5, 2026
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