NASDAQ 100 GJR-GARCH Volatility Analysis
Volatility prediction for Monday, April 27th, 2026
1 Day
16.98%
increased by 0.18%
1 Week
17.25%
increased by 0.45%
1 Month
18.22%
increased by 1.42%
Analysis last updated: Saturday, April 25, 2026 at 12:04 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0319 | 21.65 | |
| 0.0273 | 11.45 | |
| 0.9021 | 492.69 | |
| 0.1180 | 22.11 |
Estimation Period:
Jan 1, 1990 to Apr 24, 2026
Jan 1, 1990 to Apr 24, 2026
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