NASDAQ Composite Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, December 26th, 2025:17.04% (-0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7323 | 7.27 | |
| 0.1009 | 10.28 | |
| 0.8610 | 69.89 | |
| -0.0005 | -0.02 | |
| 0.0697 | 1.52 | |
| -0.1955 | -6.21 | |
| 0.2218 | 8.22 | |
| -0.1571 | -6.38 | |
| 0.1073 | 3.88 | |
| -0.0541 | -1.96 | |
| 0.0020 | 0.10 |
Estimation Period:
Jan 1, 1990 to Dec 24, 2025
Jan 1, 1990 to Dec 24, 2025
News Impact Curve
Volatility Forecasts
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