NASDAQ Composite Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, April 20th, 2026
1 Day
17.80%
decreased by 0.34%
1 Week
17.93%
decreased by 0.21%
1 Month
18.38%
increased by 0.24%
Analysis last updated: Saturday, April 18, 2026 at 12:03 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0309 | 23.42 | |
| 0.0268 | 10.81 | |
| 0.8923 | 436.74 | |
| 0.1274 | 24.06 |
Estimation Period:
Jan 1, 1990 to Apr 17, 2026
Jan 1, 1990 to Apr 17, 2026
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