NASDAQ 100 AGARCH Volatility Analysis
Volatility prediction for Wednesday, April 1st, 2026
1 Day
25.15%
decreased by 0.40%
1 Week
25.21%
decreased by 0.34%
1 Month
25.45%
decreased by 0.10%
Analysis last updated: Wednesday, April 1, 2026 at 12:05 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0065 | 2.47 | |
| 0.0933 | 50.41 | |
| 0.8911 | 456.99 | |
| 0.6495 | 23.65 |
Estimation Period:
Jan 1, 1990 to Mar 27, 2026
Jan 1, 1990 to Mar 27, 2026
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