NASDAQ Composite Index AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.73% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0141 | 6.56 | |
| 0.1020 | 47.96 | |
| 0.8765 | 390.08 | |
| 0.5450 | 22.33 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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