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

V-Lab

NASDAQ Composite Index Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, July 3rd, 2025:16.30% (+0.15%)

Analysis last updated: Wednesday, July 2, 2025 at 09:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7132	7.24
$α$	0.1011	10.07
$β$	0.8595	68.22
$γ_{1}$	-0.0117	-0.39
$γ_{2}$	0.0936	2.01
$γ_{3}$	-0.2200	-6.99
$γ_{4}$	0.2401	9.21
$γ_{5}$	-0.1663	-6.81
$γ_{6}$	0.1064	3.80
$γ_{7}$	-0.0403	-1.28
$γ_{8}$	-0.0205	-0.40

Estimation Period:
Jan 1, 1990 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts