NASDAQ Composite Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:17.38% (+3.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0309 | 23.39 | |
| 0.0272 | 10.87 | |
| 0.8920 | 435.35 | |
| 0.1273 | 23.94 |
Estimation Period:
Jan 1, 1990 to Dec 12, 2025
Jan 1, 1990 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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