NASDAQ Composite Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.19% (+2.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7363 | 7.29 | |
| 0.1011 | 10.31 | |
| 0.8610 | 70.15 | |
| 0.0013 | 0.05 | |
| 0.0655 | 1.44 | |
| -0.1911 | -6.08 | |
| 0.2186 | 8.03 | |
| -0.1557 | -6.30 | |
| 0.1078 | 3.90 | |
| -0.0567 | -2.05 | |
| 0.0048 | 0.24 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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