NASDAQ Composite Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, December 12th, 2025:14.26% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0309 | 23.37 | |
| 0.0271 | 10.86 | |
| 0.8921 | 434.97 | |
| 0.1272 | 23.93 |
Estimation Period:
Jan 1, 1990 to Dec 5, 2025
Jan 1, 1990 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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