NASDAQ 100 APARCH Volatility Analysis
Volatility Prediction for Friday, October 17th, 2025:18.93% (-0.50%)
Parameter Estimates
param | t-stat | |
---|---|---|
0.0320 | 33.15 | |
0.0923 | 45.16 | |
0.9072 | 500.13 | |
0.5625 | 24.10 | |
1.0998 | 35.83 |
Estimation Period:
Jan 1, 1990 to Oct 10, 2025
Jan 1, 1990 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Equity Indices