NASDAQ Composite Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.70% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0310 | 23.46 | |
| 0.0271 | 10.85 | |
| 0.8919 | 435.27 | |
| 0.1275 | 23.99 |
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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