NASDAQ Composite Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, November 7th, 2025:22.60% (+2.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0308 | 23.35 | |
| 0.0272 | 10.89 | |
| 0.8922 | 434.99 | |
| 0.1271 | 23.90 |
Estimation Period:
Jan 1, 1990 to Oct 31, 2025
Jan 1, 1990 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
Other NASDAQ Composite Index Analyses
Other GJR-GARCH Analyses on Equity Indices