NASDAQ 100 EGARCH Volatility Analysis
Volatility Prediction for Monday, March 23rd, 2026:23.54% (+2.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0211 | 11.40 | |
| 0.1671 | 47.93 | |
| 0.9780 | 1,060.78 | |
| -0.0944 | -26.14 |
Estimation Period:
Jan 1, 1990 to Mar 20, 2026
Jan 1, 1990 to Mar 20, 2026
News Impact Curve
Volatility Forecasts
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