NASDAQ 100 GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, January 26th, 2026:17.17% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0319 | 21.68 | |
| 0.0276 | 11.48 | |
| 0.9018 | 491.19 | |
| 0.1181 | 22.03 |
Estimation Period:
Jan 1, 1990 to Jan 23, 2026
Jan 1, 1990 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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