NASDAQ Composite Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, October 23rd, 2025:19.26% (+0.19%)
Parameter Estimates
param | t-stat | |
---|---|---|
61 | ||
0.0000 | 0.00 | |
0.8265 | 228.88 | |
0.1899 | 50.35 | |
0.0176 | 5.60 | |
0.0989 | 4.99 | |
0.8904 | 40.96 |
Estimation Period:
Jan 1, 1990 to Oct 17, 2025
Jan 1, 1990 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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