NASDAQ 100 GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:21.46% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0320 | 21.68 | |
| 0.0275 | 11.47 | |
| 0.9018 | 491.20 | |
| 0.1182 | 22.05 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
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