NASDAQ 100 MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:20.42% (-1.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.0000 | 0.00 | |
| 0.8331 | 206.37 | |
| 0.1814 | 49.66 | |
| 0.0162 | 4.70 | |
| 0.0927 | 4.83 | |
| 0.9002 | 43.65 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on Equity Indices