NASDAQ 100 GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:19.40% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0319 | 21.67 | |
| 0.0275 | 11.49 | |
| 0.9020 | 491.82 | |
| 0.1178 | 22.00 |
Estimation Period:
Jan 1, 1990 to Mar 13, 2026
Jan 1, 1990 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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