NASDAQ 100 GJR-GARCH Volatility Analysis
Volatility prediction for Monday, July 6th, 2026
1 Day
28.92%
increased by 0.42%
1 Week
28.87%
increased by 0.37%
1 Month
28.66%
increased by 0.16%
Analysis last updated: Friday, July 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 | |
|---|---|---|
| 0.0322 | 22.00 | |
| 0.0280 | 11.88 | |
| 0.9027 | 497.63 | |
| 0.1153 | 21.71 |
Estimation Period:
Jan 1, 1990 to Jul 2, 2026
Jan 1, 1990 to Jul 2, 2026
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