V-Lab: NASDAQ Composite Index Zero Slope Spline-GARCH Volatility Analysis

V-Lab

NASDAQ Composite Index Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, September 19th, 2025:14.56% (+0.43%)

Analysis last updated: Thursday, September 18, 2025 at 09:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7332	7.27
$α$	0.1008	10.21
$β$	0.8612	69.91
$γ_{1}$	-0.0024	-0.08
$γ_{2}$	0.0763	1.62
$γ_{3}$	-0.2049	-6.41
$γ_{4}$	0.2281	8.56
$γ_{5}$	-0.1593	-6.48
$γ_{6}$	0.1059	3.82
$γ_{7}$	-0.0496	-1.80
$γ_{8}$	-0.0016	-0.08

Estimation Period:
Jan 1, 1990 to Sep 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts