NASDAQ 100 MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, January 2nd, 2026:16.35% (+0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.0000 | 0.00 | |
| 0.8332 | 206.60 | |
| 0.1813 | 49.66 | |
| 0.0162 | 4.70 | |
| 0.0929 | 4.82 | |
| 0.9000 | 43.44 |
Estimation Period:
Jan 1, 1990 to Dec 31, 2025
Jan 1, 1990 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
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