NASDAQ 100 GJR-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
31.18%
decreased by 0.23%
1 Week
31.08%
decreased by 0.33%
1 Month
30.70%
decreased by 0.71%
Analysis last updated: Friday, June 12, 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 | 21.95 | |
| 0.0280 | 11.87 | |
| 0.9027 | 495.70 | |
| 0.1153 | 21.63 |
Estimation Period:
Jan 1, 1990 to Jun 5, 2026
Jan 1, 1990 to Jun 5, 2026
Other GJR-GARCH Analyses on Equity Indices