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

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V-Lab

NASDAQ Composite Index Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, November 12th, 2025:20.67% (-1.15%)

Analysis last updated: Tuesday, November 11, 2025 at 10:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7263	7.34
$α$	0.1009	10.12
$β$	0.8599	68.64
$γ_{1}$	-0.0045	-0.15
$γ_{2}$	0.0790	1.73
$γ_{3}$	-0.2066	-6.63
$γ_{4}$	0.2314	8.74
$γ_{5}$	-0.1630	-6.68
$γ_{6}$	0.1078	3.87
$γ_{7}$	-0.0453	-1.45
$γ_{8}$	-0.0243	-0.49

Estimation Period:
Jan 1, 1990 to Nov 7, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts