NASDAQ 100 GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, July 6th, 2026
1 Day
28.89%
decreased by 0.01%
1 Week
28.86%
decreased by 0.04%
1 Month
28.73%
decreased by 0.17%
Analysis last updated: Friday, July 3, 2026 at 12:06 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7747 | 6.28 | |
| 0.0791 | 39.95 | |
| 0.9928 | 764.90 | |
| 9.3499 | 5.77 |
Estimation Period:
Jan 1, 1990 to Jul 2, 2026
Jan 1, 1990 to Jul 2, 2026
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