NASDAQ Composite Index MF2-GARCH Volatility Analysis
Volatility prediction for Monday, July 6th, 2026
1 Day
21.06%
decreased by 0.13%
1 Week
21.43%
increased by 0.24%
1 Month
22.54%
increased by 1.35%
Analysis last updated: Friday, July 3, 2026 at 12:05 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0000 | 0.00 | |
| 0.8144 | 185.51 | |
| 0.1980 | 46.89 | |
| 0.0090 | 5.81 | |
| 0.0493 | 5.66 | |
| 0.9454 | 99.43 |
Estimation Period:
Jan 1, 1990 to Jul 2, 2026
Jan 1, 1990 to Jul 2, 2026
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