NASDAQ 100 GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, January 8th, 2026:14.71% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0319 | 21.67 | |
| 0.0276 | 11.49 | |
| 0.9018 | 490.64 | |
| 0.1181 | 22.03 |
Estimation Period:
Jan 1, 1990 to Jan 2, 2026
Jan 1, 1990 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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