NASDAQ 100 AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.51% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0065 | 2.46 | |
| 0.0936 | 50.44 | |
| 0.8908 | 455.88 | |
| 0.6498 | 23.59 |
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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