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 Friday, November 28th, 2025:21.91% (-0.69%)

Analysis last updated: Wednesday, November 26, 2025 at 10:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9181	8.21
$α$	0.0918	10.33
$β$	0.8750	78.64
$γ_{1}$	0.0044	0.16
$γ_{2}$	0.0485	1.12
$γ_{3}$	-0.1686	-5.21
$γ_{4}$	0.2070	7.58
$γ_{5}$	-0.1466	-5.79
$γ_{6}$	0.1021	3.58
$γ_{7}$	-0.0607	-2.11
$γ_{8}$	0.0106	0.50

Estimation Period:
Jan 1, 1990 to Nov 26, 2025

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