NASDAQ 100 AGARCH Volatility Analysis
Volatility prediction for Monday, May 11th, 2026
1 Day
16.77%
increased by 1.61%
1 Week
17.19%
increased by 2.03%
1 Month
18.61%
increased by 3.45%
Analysis last updated: Saturday, May 9, 2026 at 12:10 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0067 | 2.59 | |
| 0.0931 | 50.51 | |
| 0.8913 | 458.28 | |
| 0.6470 | 23.88 |
Estimation Period:
Jan 1, 1990 to May 8, 2026
Jan 1, 1990 to May 8, 2026
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