V-Lab: NASDAQ 100 Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

NASDAQ 100 Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, December 17th, 2025:16.50% (-0.58%)

Analysis last updated: Tuesday, December 16, 2025 at 10:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9193	8.23
$α$	0.0919	10.34
$β$	0.8748	78.51
$γ_{1}$	0.0050	0.19
$γ_{2}$	0.0471	1.09
$γ_{3}$	-0.1672	-5.19
$γ_{4}$	0.2063	7.56
$γ_{5}$	-0.1467	-5.80
$γ_{6}$	0.1029	3.62
$γ_{7}$	-0.0622	-2.17
$γ_{8}$	0.0121	0.57

Estimation Period:
Jan 1, 1990 to Dec 12, 2025

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Volatility Forecasts