NASDAQ 100 GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.55% (+1.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0269 | 19.88 | |
| 0.0917 | 49.09 | |
| 0.8983 | 480.14 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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