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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.9167	7.51***
α ARCH Response to squared shocks	0.0859	38.25***
β GARCH Volatility persistence	0.9902	666.34***
ν DF Student-t tail thickness	9.2910	5.55***

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NASDAQ Composite Index GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other NASDAQ Composite Index Analyses