NASDAQ Composite Index APARCH Volatility Analysis
Volatility Prediction for Monday, March 2nd, 2026:20.29% (+0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0327 | 35.21 | |
| 0.0968 | 42.72 | |
| 0.8989 | 453.31 | |
| 0.5522 | 23.23 | |
| 1.1191 | 37.24 |
Estimation Period:
Jan 1, 1990 to Feb 27, 2026
Jan 1, 1990 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
Other NASDAQ Composite Index Analyses
Other APARCH Analyses on Equity Indices