Nasdaq 100 · Daily Distribution vs. Normal Curve — Higher Volatility and Even Heavier Tails
Nasdaq 100 Daily Return Distribution — Histogram of Nasdaq 100 daily returns, highlighting heavier tail risk and volatility clustering relative to the S&P 500.
The plate
Across the same 6,600+ sessions since 2000. Dashed line shows normal reference — Nasdaq's center stacks taller, but its daily volatility is higher and it deviates more deeply from normal expectation.
What this page answers
This static page is built to answer searches for Nasdaq 100 · Daily Distribution vs. Normal Curve. It summarizes the live dataset behind the Higher Volatility and Even Heavier Tails panel and links to the full interactive chart.
Across the same 6,600+ sessions since 2000. Dashed line shows normal reference — Nasdaq's center stacks taller, but its daily volatility is higher and it deviates more deeply from normal expectation. The data is refreshed by the History of Market pipeline and published as a stable JSON endpoint for research, citation, and AI-agent use.
Data & Source
GET /api/ndx/daily-distribution.json — Canonical dataset endpoint.
Exchange closing prices · Company filings · Robert Shiller · FRED · NBER.
FAQ
Where does this data come from?
History of Market combines public market and macro datasets — exchange closing prices, company filings, Robert Shiller, FRED, NBER, and the UBS Global Investment Returns Yearbook (Dimson–Marsh–Staunton). The exact endpoint for this panel is linked below.
How often is it updated?
Daily-tier datasets refresh after the U.S. market close, with a broader weekly refresh on Sunday. The timestamp shown on this page comes from the JSON payload.
Can I use the data?
Yes, for research and education with attribution to History of Market. Upstream data sources retain their own terms.