NASDAQ 100 GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:19.04% (+3.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0319 | 21.65 | |
| 0.0275 | 11.42 | |
| 0.9019 | 490.98 | |
| 0.1183 | 22.06 |
Estimation Period:
Jan 1, 1990 to Dec 12, 2025
Jan 1, 1990 to Dec 12, 2025
News Impact Curve
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