NASDAQ Composite Index Spline-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
25.34%
decreased by 1.47%
1 Week
25.17%
decreased by 1.64%
1 Month
24.63%
decreased by 2.18%
Analysis last updated: Saturday, June 13, 2026 at 12:41 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7385 | 7.28 | |
| 0.0998 | 10.27 | |
| 0.8629 | 71.40 | |
| 0.0027 | 0.09 | |
| 0.0617 | 1.38 | |
| -0.1871 | -5.99 | |
| 0.2177 | 7.81 | |
| -0.1576 | -6.24 | |
| 0.1122 | 3.94 | |
| -0.0644 | -2.02 | |
| 0.0149 | 0.29 |
Estimation Period:
Jan 1, 1990 to Jun 12, 2026
Jan 1, 1990 to Jun 12, 2026
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