NASDAQ 100 EGARCH Volatility Analysis
Volatility Prediction for Wednesday, October 22nd, 2025:17.47% (-0.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0213 | 11.48 | |
| 0.1677 | 47.68 | |
| 0.9779 | 1,054.96 | |
| -0.0948 | -26.11 |
Estimation Period:
Jan 1, 1990 to Oct 17, 2025
Jan 1, 1990 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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