NASDAQ 100 GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, November 28th, 2025:22.14% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0319 | 21.62 | |
| 0.0274 | 11.41 | |
| 0.9021 | 491.32 | |
| 0.1183 | 22.08 |
Estimation Period:
Jan 1, 1990 to Nov 26, 2025
Jan 1, 1990 to Nov 26, 2025
News Impact Curve
Volatility Forecasts
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