Nasdaq Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:54.02% (-2.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0618 | 15.26 | |
| 0.0608 | 20.02 | |
| 0.9012 | 295.20 | |
| 0.0613 | 6.50 |
Estimation Period:
Jul 1, 2002 to Feb 6, 2026
Jul 1, 2002 to Feb 6, 2026
News Impact Curve
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