NASDAQ Composite Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:19.58% (+3.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0000 | 0.00 | |
| 0.8263 | 228.19 | |
| 0.1896 | 50.31 | |
| 0.0173 | 5.55 | |
| 0.0969 | 4.95 | |
| 0.8925 | 41.57 |
Estimation Period:
Jan 1, 1990 to Mar 6, 2026
Jan 1, 1990 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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