NASDAQ Composite Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, January 15th, 2026:14.36% (+0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7348 | 7.27 | |
| 0.1011 | 10.31 | |
| 0.8610 | 70.05 | |
| 0.0002 | 0.01 | |
| 0.0680 | 1.49 | |
| -0.1937 | -6.15 | |
| 0.2205 | 8.13 | |
| -0.1568 | -6.35 | |
| 0.1082 | 3.91 | |
| -0.0569 | -2.05 | |
| 0.0051 | 0.25 |
Estimation Period:
Jan 1, 1990 to Jan 9, 2026
Jan 1, 1990 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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