NASDAQ Composite Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:18.65% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7390 | 7.29 | |
| 0.1007 | 10.32 | |
| 0.8617 | 70.59 | |
| 0.0028 | 0.10 | |
| 0.0623 | 1.37 | |
| -0.1878 | -5.97 | |
| 0.2163 | 7.89 | |
| -0.1547 | -6.23 | |
| 0.1081 | 3.91 | |
| -0.0589 | -2.13 | |
| 0.0072 | 0.36 |
Estimation Period:
Jan 1, 1990 to Mar 13, 2026
Jan 1, 1990 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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