NASDAQ Composite Index MF2-GARCH Volatility Analysis
Volatility prediction for Monday, March 23rd, 2026
1 Day
22.14%
increased by 3.96%
1 Week
21.47%
decreased by 0.67%
1 Month
20.04%
decreased by 2.10%
Analysis last updated: Saturday, March 21, 2026 at 02:10 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0000 | 0.00 | |
| 0.8265 | 228.49 | |
| 0.1895 | 50.29 | |
| 0.0173 | 5.56 | |
| 0.0968 | 4.96 | |
| 0.8926 | 41.66 |
Estimation Period:
Jan 1, 1990 to Mar 20, 2026
Jan 1, 1990 to Mar 20, 2026
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