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 Monday, December 15th, 2025:16.98% (+1.90%)

Analysis last updated: Friday, December 12, 2025 at 11:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7326	7.28
$α$	0.1012	10.29
$β$	0.8606	69.72
$γ_{1}$	-0.0006	-0.02
$γ_{2}$	0.0700	1.53
$γ_{3}$	-0.1961	-6.23
$γ_{4}$	0.2221	8.26
$γ_{5}$	-0.1572	-6.39
$γ_{6}$	0.1072	3.87
$γ_{7}$	-0.0535	-1.93
$γ_{8}$	0.0013	0.07

Estimation Period:
Jan 1, 1990 to Dec 12, 2025

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Volatility Forecasts

Volatility Forecasts