NASDAQ Composite Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, October 24th, 2025:18.99% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7307 | 7.29 | |
| 0.1014 | 10.26 | |
| 0.8602 | 69.30 | |
| -0.0019 | -0.06 | |
| 0.0731 | 1.58 | |
| -0.1995 | -6.32 | |
| 0.2242 | 8.39 | |
| -0.1575 | -6.40 | |
| 0.1057 | 3.81 | |
| -0.0503 | -1.81 | |
| -0.0016 | -0.08 |
Estimation Period:
Jan 1, 1990 to Oct 17, 2025
Jan 1, 1990 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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