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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7506	7.35***
α ARCH Response to squared shocks	0.0998	10.31***
β GARCH Volatility persistence	0.8633	71.90***

γ₁	0.0095	0.33
γ₂	0.0479	1.07
γ₃	-0.1730	-5.52***
γ₄	0.2052	7.27***
γ₅	-0.1481	-5.86***
γ₆	0.1058	3.81***
γ₇	-0.0608	-2.18**
γ₈	0.0093	0.46

V-Lab

NASDAQ Composite Index Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other NASDAQ Composite Index Analyses