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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7547	7.40***
α ARCH Response to squared shocks	0.1000	10.31***
β GARCH Volatility persistence	0.8630	71.76***

γ₁	0.0090	0.31
γ₂	0.0499	1.12
γ₃	-0.1762	-5.61***
γ₄	0.2079	7.39***
γ₅	-0.1499	-5.93***
γ₆	0.1066	3.84***
γ₇	-0.0606	-2.17**
γ₈	0.0086	0.43

V-Lab

NASDAQ Composite Index Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other NASDAQ Composite Index Analyses