NASDAQ Composite Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, April 6th, 2026
1 Day
24.16%
decreased by 1.24%
1 Week
24.06%
decreased by 1.34%
1 Month
23.73%
decreased by 1.67%
Analysis last updated: Friday, April 3, 2026 at 12:04 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0310 | 23.43 | |
| 0.0269 | 10.77 | |
| 0.8921 | 436.03 | |
| 0.1275 | 24.05 |
Estimation Period:
Jan 1, 1990 to Apr 2, 2026
Jan 1, 1990 to Apr 2, 2026
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