NASDAQ 100 GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.49% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0320 | 21.71 | |
| 0.0276 | 11.48 | |
| 0.9017 | 490.84 | |
| 0.1184 | 22.07 |
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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