NASDAQ Composite Index Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.65% (+2.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7337 | 7.38 | |
| 0.1009 | 10.19 | |
| 0.8602 | 69.15 | |
| -0.0004 | -0.01 | |
| 0.0701 | 1.56 | |
| -0.1976 | -6.37 | |
| 0.2253 | 8.37 | |
| -0.1604 | -6.53 | |
| 0.1087 | 3.91 | |
| -0.0500 | -1.63 | |
| -0.0211 | -0.46 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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