NASDAQ 100 GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
27.69%
increased by 12.08%
1 Week
27.66%
increased by 12.05%
1 Month
27.53%
increased by 11.92%
Analysis last updated: Saturday, June 6, 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 | |
|---|---|---|
| 0.0265 | 19.99 | |
| 0.0898 | 48.62 | |
| 0.9003 | 485.09 |
Estimation Period:
Jan 1, 1990 to Jun 5, 2026
Jan 1, 1990 to Jun 5, 2026
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