NASDAQ 100 GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:24.44% (+12.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0321 | 21.66 | |
| 0.0277 | 11.50 | |
| 0.9015 | 488.36 | |
| 0.1188 | 22.03 |
Estimation Period:
Jan 1, 1990 to Oct 10, 2025
Jan 1, 1990 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices