NASDAQ 100 MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, January 23rd, 2026:17.76% (-1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.0000 | 0.00 | |
| 0.8331 | 206.67 | |
| 0.1814 | 49.73 | |
| 0.0162 | 4.68 | |
| 0.0938 | 4.81 | |
| 0.8990 | 42.91 |
Estimation Period:
Jan 1, 1990 to Jan 16, 2026
Jan 1, 1990 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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