NASDAQ 100 MF2-GARCH Volatility Analysis
Volatility prediction for Monday, April 6th, 2026
1 Day
20.87%
decreased by 1.25%
1 Week
20.65%
decreased by 1.47%
1 Month
19.91%
decreased by 2.21%
Analysis last updated: Friday, April 3, 2026 at 12:06 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.0000 | 0.00 | |
| 0.8332 | 207.32 | |
| 0.1814 | 49.74 | |
| 0.0163 | 4.71 | |
| 0.0928 | 4.85 | |
| 0.9001 | 43.72 |
Estimation Period:
Jan 1, 1990 to Apr 2, 2026
Jan 1, 1990 to Apr 2, 2026
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