NASDAQ 100 GJR-GARCH Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
16.18%
decreased by 0.58%
1 Week
16.49%
decreased by 0.27%
1 Month
17.57%
increased by 0.81%
Analysis last updated: Friday, May 22, 2026 at 01:11 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0319 | 21.71 | |
| 0.0276 | 11.72 | |
| 0.9022 | 494.36 | |
| 0.1173 | 22.04 |
Estimation Period:
Jan 1, 1990 to May 15, 2026
Jan 1, 1990 to May 15, 2026
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