NASDAQ 100 EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.06% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0212 | 11.46 | |
| 0.1676 | 47.97 | |
| 0.9779 | 1,057.22 | |
| -0.0949 | -26.20 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices