NASDAQ Composite Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:20.87% (-0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0310 | 23.43 | |
| 0.0270 | 10.83 | |
| 0.8921 | 435.57 | |
| 0.1273 | 23.98 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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