NASDAQ 100 GJR-GARCH Volatility Analysis
Volatility prediction for Monday, April 6th, 2026
1 Day
23.60%
decreased by 1.06%
1 Week
23.66%
decreased by 1.00%
1 Month
23.91%
decreased by 0.75%
Analysis last updated: Friday, April 3, 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 | 21.67 | |
| 0.0274 | 11.43 | |
| 0.9020 | 491.80 | |
| 0.1182 | 22.08 |
Estimation Period:
Jan 1, 1990 to Apr 2, 2026
Jan 1, 1990 to Apr 2, 2026
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