NASDAQ 100 GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
18.62%
decreased by 0.81%
1 Week
18.76%
decreased by 0.67%
1 Month
19.25%
decreased by 0.18%
Analysis last updated: Saturday, May 23, 2026 at 12:11 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7283 | 6.41 | |
| 0.0792 | 40.17 | |
| 0.9927 | 764.22 | |
| 9.4319 | 5.74 |
Estimation Period:
Jan 1, 1990 to May 22, 2026
Jan 1, 1990 to May 22, 2026
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