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

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V-Lab

NASDAQ Composite Index Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, October 24th, 2025:18.99% (-0.35%)

Analysis last updated: Thursday, October 23, 2025 at 09:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7307	7.29
$α$	0.1014	10.26
$β$	0.8602	69.30
$γ_{1}$	-0.0019	-0.06
$γ_{2}$	0.0731	1.58
$γ_{3}$	-0.1995	-6.32
$γ_{4}$	0.2242	8.39
$γ_{5}$	-0.1575	-6.40
$γ_{6}$	0.1057	3.81
$γ_{7}$	-0.0503	-1.81
$γ_{8}$	-0.0016	-0.08

Estimation Period:
Jan 1, 1990 to Oct 17, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts