NASDAQ Composite Index Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
24.97%
decreased by 1.11%
1 Week
24.79%
decreased by 1.29%
1 Month
24.23%
decreased by 1.85%
Analysis last updated: Tuesday, June 9, 2026 at 12:16 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7472 | 7.39 | |
| 0.1001 | 10.24 | |
| 0.8623 | 70.84 | |
| 0.0072 | 0.25 | |
| 0.0537 | 1.20 | |
| -0.1800 | -5.76 | |
| 0.2109 | 7.61 | |
| -0.1515 | -6.07 | |
| 0.1066 | 3.87 | |
| -0.0583 | -2.11 | |
| 0.0062 | 0.31 |
Estimation Period:
Jan 1, 1990 to Jun 5, 2026
Jan 1, 1990 to Jun 5, 2026
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