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 Thursday, November 6th, 2025:19.20% (-0.75%)

Analysis last updated: Wednesday, November 5, 2025 at 11:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7262	7.35
$α$	0.1010	10.12
$β$	0.8598	68.51
$γ_{1}$	-0.0045	-0.15
$γ_{2}$	0.0790	1.73
$γ_{3}$	-0.2066	-6.64
$γ_{4}$	0.2314	8.75
$γ_{5}$	-0.1630	-6.68
$γ_{6}$	0.1077	3.86
$γ_{7}$	-0.0448	-1.44
$γ_{8}$	-0.0260	-0.52

Estimation Period:
Jan 1, 1990 to Oct 31, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts