NASDAQ Composite Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, December 22nd, 2025:18.55% (-0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0000 | 0.00 | |
| 0.8263 | 229.14 | |
| 0.1899 | 50.53 | |
| 0.0176 | 5.59 | |
| 0.0989 | 5.00 | |
| 0.8904 | 41.04 |
Estimation Period:
Jan 1, 1990 to Dec 19, 2025
Jan 1, 1990 to Dec 19, 2025
News Impact Curve
Volatility Forecasts
Other NASDAQ Composite Index Analyses
Other MF2-GARCH Analyses on Equity Indices