NASDAQ Composite Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:13.67% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0000 | 0.00 | |
| 0.8260 | 228.50 | |
| 0.1901 | 50.52 | |
| 0.0175 | 5.59 | |
| 0.0984 | 4.99 | |
| 0.8909 | 41.15 |
Estimation Period:
Jan 1, 1990 to Jan 9, 2026
Jan 1, 1990 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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