NASDAQ 100 GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
25.35%
decreased by 1.13%
1 Week
25.37%
decreased by 1.11%
1 Month
25.42%
decreased by 1.06%
Analysis last updated: Saturday, June 13, 2026 at 12:41 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7561 | 6.25 | |
| 0.0789 | 39.78 | |
| 0.9928 | 759.03 | |
| 9.3012 | 5.79 |
Estimation Period:
Jan 1, 1990 to Jun 12, 2026
Jan 1, 1990 to Jun 12, 2026
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