NASDAQ Composite Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:19.73% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0309 | 23.44 | |
| 0.0270 | 10.83 | |
| 0.8922 | 435.88 | |
| 0.1269 | 23.94 |
Estimation Period:
Jan 1, 1990 to Mar 13, 2026
Jan 1, 1990 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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