NASDAQ 100 Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:17.50% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9241 | 8.23 | |
| 0.0917 | 10.37 | |
| 0.8753 | 79.16 | |
| 0.0074 | 0.28 | |
| 0.0416 | 0.98 | |
| -0.1613 | -5.03 | |
| 0.2020 | 7.34 | |
| -0.1446 | -5.71 | |
| 0.1030 | 3.63 | |
| -0.0659 | -2.32 | |
| 0.0165 | 0.79 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
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