NASDAQ Composite Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, November 21st, 2025:24.49% (+3.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0308 | 23.34 | |
| 0.0272 | 10.87 | |
| 0.8923 | 435.49 | |
| 0.1271 | 23.92 |
Estimation Period:
Jan 1, 1990 to Nov 14, 2025
Jan 1, 1990 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
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