NASDAQ Composite Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
19.65%
increased by 1.06%
1 Week
19.70%
increased by 1.11%
1 Month
19.88%
increased by 1.29%
Analysis last updated: Saturday, May 16, 2026 at 12:10 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9182 | 7.56 | |
| 0.0863 | 38.56 | |
| 0.9902 | 671.32 | |
| 9.3379 | 5.55 |
Estimation Period:
Jan 1, 1990 to May 15, 2026
Jan 1, 1990 to May 15, 2026
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