NASDAQ Composite Index EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.99% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0162 | 10.10 | |
| 0.1730 | 46.59 | |
| 0.9754 | 1,099.70 | |
| -0.0950 | -26.05 |
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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