NASDAQ Composite Index MF2-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
16.11%
decreased by 0.48%
1 Week
16.78%
increased by 0.19%
1 Month
18.61%
increased by 2.02%
Analysis last updated: Saturday, May 23, 2026 at 12:10 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 | |
| 0.8274 | 231.37 | |
| 0.1884 | 50.90 | |
| 0.0178 | 5.58 | |
| 0.0994 | 5.01 | |
| 0.8899 | 40.96 |
Estimation Period:
Jan 1, 1990 to May 22, 2026
Jan 1, 1990 to May 22, 2026
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