NASDAQ Composite Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 21st, 2026:19.38% (+6.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0310 | 23.44 | |
| 0.0276 | 11.02 | |
| 0.8914 | 435.06 | |
| 0.1274 | 23.87 |
Estimation Period:
Jan 1, 1990 to Jan 16, 2026
Jan 1, 1990 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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