NASDAQ 100 GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 5th, 2025:21.10% (+3.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0319 | 21.65 | |
| 0.0276 | 11.46 | |
| 0.9019 | 490.70 | |
| 0.1183 | 22.05 |
Estimation Period:
Jan 1, 1990 to Oct 31, 2025
Jan 1, 1990 to Oct 31, 2025
News Impact Curve
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