NASDAQ Composite Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 12th, 2025:20.45% (-0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0308 | 23.35 | |
| 0.0272 | 10.89 | |
| 0.8923 | 435.25 | |
| 0.1270 | 23.91 |
Estimation Period:
Jan 1, 1990 to Nov 7, 2025
Jan 1, 1990 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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