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

V-Lab

NASDAQ Composite Index Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, July 18th, 2025:13.77% (+0.18%)

Analysis last updated: Thursday, July 17, 2025 at 09:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7126	7.23
$α$	0.1011	10.06
$β$	0.8595	68.15
$γ_{1}$	-0.0114	-0.38
$γ_{2}$	0.0926	1.99
$γ_{3}$	-0.2188	-6.96
$γ_{4}$	0.2392	9.16
$γ_{5}$	-0.1657	-6.79
$γ_{6}$	0.1056	3.78
$γ_{7}$	-0.0383	-1.22
$γ_{8}$	-0.0299	-0.60

Estimation Period:
Jan 1, 1990 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts