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 Wednesday, July 2nd, 2025:16.54% (-0.02%)

Analysis last updated: Tuesday, July 1, 2025 at 09:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7226	7.25
$α$	0.1011	10.16
$β$	0.8600	68.97
$γ_{1}$	-0.0046	-0.15
$γ_{2}$	0.0804	1.70
$γ_{3}$	-0.2087	-6.58
$γ_{4}$	0.2310	8.82
$γ_{5}$	-0.1598	-6.53
$γ_{6}$	0.1027	3.72
$γ_{7}$	-0.0407	-1.48
$γ_{8}$	-0.0115	-0.58

Estimation Period:
Jan 1, 1990 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts