NASDAQ Composite Index Spline-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
26.80%
increased by 1.78%
1 Week
26.54%
increased by 1.52%
1 Month
25.68%
increased by 0.66%
Analysis last updated: Friday, June 12, 2026 at 12:04 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7372 | 7.28 | |
| 0.0999 | 10.24 | |
| 0.8627 | 71.10 | |
| 0.0021 | 0.07 | |
| 0.0628 | 1.41 | |
| -0.1882 | -6.03 | |
| 0.2185 | 7.86 | |
| -0.1581 | -6.27 | |
| 0.1123 | 3.95 | |
| -0.0639 | -2.00 | |
| 0.0139 | 0.27 |
Estimation Period:
Jan 1, 1990 to Jun 5, 2026
Jan 1, 1990 to Jun 5, 2026
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