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, November 14th, 2025:22.44% (+2.32%)

Analysis last updated: Thursday, November 13, 2025 at 10:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7327	7.35
$α$	0.1010	10.23
$β$	0.8603	69.17
$γ_{1}$	-0.0012	-0.04
$γ_{2}$	0.0720	1.57
$γ_{3}$	-0.1989	-6.35
$γ_{4}$	0.2241	8.42
$γ_{5}$	-0.1575	-6.43
$γ_{6}$	0.1059	3.83
$γ_{7}$	-0.0507	-1.83
$γ_{8}$	-0.0012	-0.06

Estimation Period:
Jan 1, 1990 to Nov 7, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts