NASDAQ Composite Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, June 26th, 2026
1 Day
24.35%
decreased by 1.37%
1 Week
24.31%
decreased by 1.41%
1 Month
24.16%
decreased by 1.56%
Analysis last updated: Friday, June 26, 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 | |
|---|---|---|
| 1.9366 | 7.42 | |
| 0.0860 | 38.35 | |
| 0.9903 | 669.58 | |
| 9.2476 | 5.60 |
Estimation Period:
Jan 1, 1990 to Jun 18, 2026
Jan 1, 1990 to Jun 18, 2026
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