NASDAQ Composite Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:17.51% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7412 | 7.36 | |
| 0.1007 | 10.30 | |
| 0.8613 | 70.25 | |
| 0.0023 | 0.08 | |
| 0.0644 | 1.42 | |
| -0.1909 | -6.08 | |
| 0.2186 | 8.05 | |
| -0.1563 | -6.33 | |
| 0.1090 | 3.95 | |
| -0.0585 | -2.12 | |
| 0.0063 | 0.32 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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