NASDAQ Composite Index Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, April 7th, 2026
1 Day
24.16%
decreased by 1.36%
1 Week
23.91%
decreased by 1.61%
1 Month
23.09%
decreased by 2.43%
Analysis last updated: Tuesday, April 7, 2026 at 12:03 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7328 | 7.29 | |
| 0.1010 | 10.27 | |
| 0.8609 | 70.10 | |
| -0.0004 | -0.01 | |
| 0.0683 | 1.52 | |
| -0.1937 | -6.22 | |
| 0.2221 | 8.11 | |
| -0.1590 | -6.39 | |
| 0.1097 | 3.92 | |
| -0.0548 | -1.79 | |
| -0.0115 | -0.26 |
Estimation Period:
Jan 1, 1990 to Apr 2, 2026
Jan 1, 1990 to Apr 2, 2026
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