NASDAQ 100 EGARCH Volatility Analysis
Volatility Prediction for Monday, January 26th, 2026:16.57% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0212 | 11.43 | |
| 0.1674 | 47.93 | |
| 0.9780 | 1,057.27 | |
| -0.0947 | -26.14 |
Estimation Period:
Jan 1, 1990 to Jan 23, 2026
Jan 1, 1990 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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