NASDAQ Composite Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:17.02% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7322 | 7.35 | |
| 0.1007 | 10.19 | |
| 0.8606 | 69.43 | |
| -0.0008 | -0.03 | |
| 0.0702 | 1.56 | |
| -0.1969 | -6.34 | |
| 0.2244 | 8.32 | |
| -0.1597 | -6.49 | |
| 0.1085 | 3.90 | |
| -0.0503 | -1.64 | |
| -0.0209 | -0.45 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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