V-Lab: NASDAQ Composite Index Zero Slope Spline-GARCH Volatility Analysis

V-Lab

NASDAQ Composite Index Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, July 14th, 2025:15.41% (-0.45%)

Analysis last updated: Friday, July 11, 2025 at 09:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7360	7.40
$α$	0.1011	10.17
$β$	0.8600	68.98
$γ_{1}$	-0.0015	-0.05
$γ_{2}$	0.0761	1.62
$γ_{3}$	-0.2067	-6.52
$γ_{4}$	0.2299	8.77
$γ_{5}$	-0.1597	-6.53
$γ_{6}$	0.1036	3.75
$γ_{7}$	-0.0429	-1.56
$γ_{8}$	-0.0092	-0.46

Estimation Period:
Jan 1, 1990 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts