NASDAQ 100 GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
20.90%
increased by 0.82%
1 Week
20.99%
increased by 0.91%
1 Month
21.32%
increased by 1.24%
Analysis last updated: Saturday, May 16, 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 | |
|---|---|---|
| 2.7380 | 6.40 | |
| 0.0792 | 40.20 | |
| 0.9927 | 766.01 | |
| 9.4320 | 5.74 |
Estimation Period:
Jan 1, 1990 to May 15, 2026
Jan 1, 1990 to May 15, 2026
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