NASDAQ 100 MF2-GARCH Volatility Analysis
Volatility prediction for Monday, May 11th, 2026
1 Day
14.05%
unchanged at 0.00%
1 Week
15.27%
increased by 1.22%
1 Month
18.34%
increased by 4.29%
Analysis last updated: Saturday, May 9, 2026 at 12:11 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 | 206.19 | |
| 0.1799 | 49.69 | |
| 0.0177 | 4.60 | |
| 0.0983 | 4.67 | |
| 0.8941 | 39.46 |
Estimation Period:
Jan 1, 1990 to May 8, 2026
Jan 1, 1990 to May 8, 2026
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