NASDAQ 100 EGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
27.60%
decreased by 1.60%
1 Week
27.52%
decreased by 1.68%
1 Month
27.24%
decreased by 1.96%
Analysis last updated: Saturday, June 13, 2026 at 12:41 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0213 | 11.72 | |
| 0.1665 | 48.54 | |
| 0.9780 | 1,075.95 | |
| -0.0931 | -25.76 |
Estimation Period:
Jan 1, 1990 to Jun 12, 2026
Jan 1, 1990 to Jun 12, 2026
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