NASDAQ 100 AGARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:17.05% (-0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0065 | 2.46 | |
| 0.0935 | 50.28 | |
| 0.8911 | 456.05 | |
| 0.6486 | 23.55 |
Estimation Period:
Jan 1, 1990 to Oct 31, 2025
Jan 1, 1990 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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