NASDAQ Composite Index MF2-GARCH Volatility Analysis
Volatility prediction for Monday, April 13th, 2026
1 Day
16.42%
decreased by 0.73%
1 Week
16.77%
decreased by 0.38%
1 Month
17.46%
increased by 0.31%
Analysis last updated: Saturday, April 11, 2026 at 12:04 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0000 | 0.00 | |
| 0.8265 | 229.20 | |
| 0.1900 | 50.49 | |
| 0.0173 | 5.58 | |
| 0.0966 | 4.97 | |
| 0.8929 | 41.95 |
Estimation Period:
Jan 1, 1990 to Apr 10, 2026
Jan 1, 1990 to Apr 10, 2026
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