NASDAQ 100 MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 5th, 2026:21.25% (+2.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.0000 | 0.00 | |
| 0.8331 | 206.32 | |
| 0.1812 | 49.64 | |
| 0.0162 | 4.68 | |
| 0.0930 | 4.81 | |
| 0.8999 | 43.33 |
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Jan 1, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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