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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.9339	8.23***
α ARCH Response to squared shocks	0.0904	10.31***
β GARCH Volatility persistence	0.8776	80.86***

γ₁	0.0134	0.52
γ₂	0.0278	0.67
γ₃	-0.1462	-4.59***
γ₄	0.1910	6.76***
γ₅	-0.1378	-5.36***
γ₆	0.0990	3.50***
γ₇	-0.0649	-2.30**
γ₈	0.0161	0.76

V-Lab

NASDAQ 100 Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other NASDAQ 100 Analyses