NASDAQ 100 Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 7th, 2026:15.42% (+0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9200 | 8.21 | |
| 0.0919 | 10.35 | |
| 0.8750 | 78.75 | |
| 0.0056 | 0.21 | |
| 0.0455 | 1.06 | |
| -0.1652 | -5.13 | |
| 0.2046 | 7.48 | |
| -0.1458 | -5.76 | |
| 0.1029 | 3.61 | |
| -0.0639 | -2.23 | |
| 0.0143 | 0.67 |
Estimation Period:
Jan 1, 1990 to Jan 2, 2026
Jan 1, 1990 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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