NASDAQ Composite Index Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 7th, 2026:13.84% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7137 | 7.19 | |
| 0.1009 | 10.14 | |
| 0.8600 | 68.63 | |
| -0.0070 | -0.24 | |
| 0.0806 | 1.79 | |
| -0.2040 | -6.58 | |
| 0.2289 | 8.57 | |
| -0.1616 | -6.60 | |
| 0.1078 | 3.88 | |
| -0.0462 | -1.49 | |
| -0.0298 | -0.61 |
Estimation Period:
Jan 1, 1990 to Jan 2, 2026
Jan 1, 1990 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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