NASDAQ 100 APARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:20.91% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0319 | 33.28 | |
| 0.0919 | 45.37 | |
| 0.9075 | 505.01 | |
| 0.5631 | 24.18 | |
| 1.0996 | 35.97 |
Estimation Period:
Jan 1, 1990 to Mar 13, 2026
Jan 1, 1990 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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