NASDAQ 100 EGARCH Volatility Analysis
Volatility Prediction for Monday, December 22nd, 2025:20.06% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0213 | 11.47 | |
| 0.1674 | 47.84 | |
| 0.9780 | 1,057.25 | |
| -0.0948 | -26.15 |
Estimation Period:
Jan 1, 1990 to Dec 19, 2025
Jan 1, 1990 to Dec 19, 2025
News Impact Curve
Volatility Forecasts
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