NASDAQ Composite Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, March 6th, 2026:16.55% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7328 | 7.37 | |
| 0.1006 | 10.19 | |
| 0.8606 | 69.36 | |
| -0.0005 | -0.02 | |
| 0.0697 | 1.56 | |
| -0.1965 | -6.34 | |
| 0.2244 | 8.31 | |
| -0.1599 | -6.50 | |
| 0.1086 | 3.91 | |
| -0.0503 | -1.64 | |
| -0.0231 | -0.51 |
Estimation Period:
Jan 1, 1990 to Feb 27, 2026
Jan 1, 1990 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
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