NASDAQ 100 MF2-GARCH Volatility Analysis
Volatility prediction for Monday, July 6th, 2026
1 Day
28.47%
increased by 0.94%
1 Week
28.38%
increased by 0.85%
1 Month
28.37%
increased by 0.84%
Analysis last updated: Friday, July 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 | |
|---|---|---|
| 31 | ||
| 0.0000 | 0.00 | |
| 0.8216 | 167.95 | |
| 0.1871 | 44.93 | |
| 0.0087 | 5.13 | |
| 0.0466 | 5.98 | |
| 0.9497 | 114.09 |
Estimation Period:
Jan 1, 1990 to Jul 2, 2026
Jan 1, 1990 to Jul 2, 2026
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