NASDAQ 100 GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 15th, 2025:23.40% (-0.66%)
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
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