NASDAQ Composite Index GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 2nd, 2026
1 Day
13.00%
decreased by 0.39%
1 Week
13.36%
decreased by 0.03%
1 Month
14.58%
increased by 1.19%
Analysis last updated: Tuesday, June 2, 2026 at 12:09 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0308 | 23.41 | |
| 0.0268 | 11.01 | |
| 0.8926 | 438.20 | |
| 0.1268 | 24.16 |
Estimation Period:
Jan 1, 1990 to May 29, 2026
Jan 1, 1990 to May 29, 2026
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