NASDAQ Composite Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 2nd, 2026:16.19% (+0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0000 | 0.00 | |
| 0.8262 | 227.78 | |
| 0.1897 | 50.32 | |
| 0.0173 | 5.54 | |
| 0.0972 | 4.93 | |
| 0.8922 | 41.27 |
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Jan 1, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other NASDAQ Composite Index Analyses
Other MF2-GARCH Analyses on Equity Indices