NASDAQ Composite Index MF2-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
27.42%
decreased by 1.99%
1 Week
26.83%
decreased by 2.58%
1 Month
25.55%
decreased by 3.86%
Analysis last updated: Saturday, June 13, 2026 at 12:42 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0000 | 0.00 | |
| 0.8145 | 185.57 | |
| 0.1979 | 46.85 | |
| 0.0090 | 5.81 | |
| 0.0493 | 5.66 | |
| 0.9454 | 99.22 |
Estimation Period:
Jan 1, 1990 to Jun 12, 2026
Jan 1, 1990 to Jun 12, 2026
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