NASDAQ 100 APARCH Volatility Analysis
Volatility Prediction for Tuesday, December 16th, 2025:18.29% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0320 | 33.32 | |
| 0.0921 | 45.33 | |
| 0.9074 | 504.10 | |
| 0.5637 | 24.15 | |
| 1.0990 | 35.94 |
Estimation Period:
Jan 1, 1990 to Dec 12, 2025
Jan 1, 1990 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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