NASDAQ Composite Index AGARCH Volatility Analysis
Volatility Prediction for Monday, March 2nd, 2026:18.51% (+0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0141 | 6.58 | |
| 0.1017 | 47.94 | |
| 0.8768 | 390.72 | |
| 0.5446 | 22.34 |
Estimation Period:
Jan 1, 1990 to Feb 27, 2026
Jan 1, 1990 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
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