NASDAQ 100 GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
29.81%
decreased by 1.37%
1 Week
29.73%
decreased by 1.45%
1 Month
29.45%
decreased by 1.73%
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 | |
|---|---|---|
| 0.0322 | 21.98 | |
| 0.0280 | 11.86 | |
| 0.9027 | 497.09 | |
| 0.1153 | 21.70 |
Estimation Period:
Jan 1, 1990 to Jun 12, 2026
Jan 1, 1990 to Jun 12, 2026
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