NASDAQ Composite Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, January 2nd, 2026:15.03% (+0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0309 | 23.41 | |
| 0.0272 | 10.90 | |
| 0.8919 | 435.07 | |
| 0.1273 | 23.92 |
Estimation Period:
Jan 1, 1990 to Dec 31, 2025
Jan 1, 1990 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
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