NASDAQ 100 GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, April 21st, 2026
1 Day
17.49%
decreased by 0.58%
1 Week
17.75%
decreased by 0.32%
1 Month
18.65%
increased by 0.58%
Analysis last updated: Tuesday, April 21, 2026 at 12:05 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0319 | 21.65 | |
| 0.0273 | 11.42 | |
| 0.9021 | 492.39 | |
| 0.1182 | 22.11 |
Estimation Period:
Jan 1, 1990 to Apr 17, 2026
Jan 1, 1990 to Apr 17, 2026
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