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 Thursday, December 4th, 2025:18.72% (-0.89%)

Analysis last updated: Wednesday, December 3, 2025 at 10:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7372	7.38
$α$	0.1010	10.25
$β$	0.8606	69.47
$γ_{1}$	-0.0000	-0.00
$γ_{2}$	0.0700	1.53
$γ_{3}$	-0.1975	-6.33
$γ_{4}$	0.2234	8.40
$γ_{5}$	-0.1577	-6.46
$γ_{6}$	0.1069	3.89
$γ_{7}$	-0.0522	-1.90
$γ_{8}$	-0.0002	-0.01

Estimation Period:
Jan 1, 1990 to Nov 28, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts