NASDAQ 100 MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:18.48% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.0000 | 0.00 | |
| 0.8333 | 206.87 | |
| 0.1809 | 49.61 | |
| 0.0162 | 4.69 | |
| 0.0929 | 4.84 | |
| 0.9000 | 43.61 |
Estimation Period:
Jan 1, 1990 to Mar 13, 2026
Jan 1, 1990 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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