NASDAQ 100 EGARCH Volatility Analysis
Volatility prediction for Tuesday, April 21st, 2026
1 Day
17.51%
decreased by 0.40%
1 Week
17.80%
decreased by 0.11%
1 Month
18.87%
increased by 0.96%
Analysis last updated: Tuesday, April 21, 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 | |
|---|---|---|
| 0.0211 | 11.39 | |
| 0.1669 | 47.89 | |
| 0.9780 | 1,060.79 | |
| -0.0945 | -26.21 |
Estimation Period:
Jan 1, 1990 to Apr 17, 2026
Jan 1, 1990 to Apr 17, 2026
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