NASDAQ Composite Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:18.89% (+1.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7363 | 7.26 | |
| 0.1008 | 10.32 | |
| 0.8616 | 70.57 | |
| 0.0019 | 0.07 | |
| 0.0638 | 1.40 | |
| -0.1890 | -6.01 | |
| 0.2171 | 7.93 | |
| -0.1550 | -6.25 | |
| 0.1081 | 3.90 | |
| -0.0584 | -2.11 | |
| 0.0067 | 0.34 |
Estimation Period:
Jan 1, 1990 to Mar 6, 2026
Jan 1, 1990 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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