NASDAQ Composite Index MF2-GARCH Volatility Analysis
Volatility prediction for Monday, May 4th, 2026
1 Day
14.40%
decreased by 0.32%
1 Week
15.15%
increased by 0.43%
1 Month
17.07%
increased by 2.35%
Analysis last updated: Saturday, May 2, 2026 at 03:35 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 | |
| 0.8276 | 231.29 | |
| 0.1889 | 50.86 | |
| 0.0175 | 5.59 | |
| 0.0977 | 5.00 | |
| 0.8917 | 41.59 |
Estimation Period:
Jan 1, 1990 to May 1, 2026
Jan 1, 1990 to May 1, 2026
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