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, October 13th, 2025:23.07% (+8.71%)

Analysis last updated: Friday, October 10, 2025 at 09:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7368	7.36
$α$	0.1013	10.23
$β$	0.8601	69.06
$γ_{1}$	-0.0001	-0.00
$γ_{2}$	0.0711	1.54
$γ_{3}$	-0.1995	-6.34
$γ_{4}$	0.2248	8.46
$γ_{5}$	-0.1580	-6.45
$γ_{6}$	0.1059	3.83
$γ_{7}$	-0.0498	-1.80
$γ_{8}$	-0.0023	-0.12

Estimation Period:
Jan 1, 1990 to Oct 10, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts