NASDAQ Composite Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, April 6th, 2026
1 Day
25.53%
decreased by 1.62%
1 Week
25.47%
decreased by 1.68%
1 Month
25.23%
decreased by 1.92%
Analysis last updated: Friday, April 3, 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 | |
|---|---|---|
| 1.9331 | 7.49 | |
| 0.0865 | 38.57 | |
| 0.9903 | 671.82 | |
| 9.2981 | 5.60 |
Estimation Period:
Jan 1, 1990 to Apr 2, 2026
Jan 1, 1990 to Apr 2, 2026
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