NASDAQ 100 MF2-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
30.64%
decreased by 1.96%
1 Week
30.24%
decreased by 2.36%
1 Month
29.12%
decreased by 3.48%
Analysis last updated: Saturday, June 13, 2026 at 12:42 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0000 | 0.00 | |
| 0.8213 | 167.51 | |
| 0.1873 | 44.98 | |
| 0.0087 | 5.11 | |
| 0.0465 | 5.97 | |
| 0.9498 | 114.08 |
Estimation Period:
Jan 1, 1990 to Jun 12, 2026
Jan 1, 1990 to Jun 12, 2026
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