V-Lab: NASDAQ Composite Index Zero Slope Spline-GARCH Volatility Analysis

V-Lab

NASDAQ Composite Index Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, July 30th, 2025:13.13% (-0.07%)

Analysis last updated: Tuesday, July 29, 2025 at 09:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7304	7.30
$α$	0.1012	10.21
$β$	0.8603	69.30
$γ_{1}$	-0.0032	-0.10
$γ_{2}$	0.0778	1.65
$γ_{3}$	-0.2067	-6.52
$γ_{4}$	0.2306	8.75
$γ_{5}$	-0.1612	-6.58
$γ_{6}$	0.1057	3.82
$γ_{7}$	-0.0464	-1.69
$γ_{8}$	-0.0053	-0.27

Estimation Period:
Jan 1, 1990 to Jul 25, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts