NASDAQ Composite Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 22nd, 2025:19.38% (-0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0308 | 23.37 | |
| 0.0273 | 10.90 | |
| 0.8920 | 434.71 | |
| 0.1273 | 23.90 |
Estimation Period:
Jan 1, 1990 to Oct 17, 2025
Jan 1, 1990 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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