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

V-Lab

NASDAQ 100 Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, July 11th, 2025:15.41% (-0.45%)

Analysis last updated: Thursday, July 10, 2025 at 09:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9136	8.27
$α$	0.0919	10.22
$β$	0.8746	78.09
$γ_{1}$	-0.0002	-0.01
$γ_{2}$	0.0593	1.34
$γ_{3}$	-0.1801	-5.53
$γ_{4}$	0.2138	7.98
$γ_{5}$	-0.1475	-5.80
$γ_{6}$	0.0977	3.39
$γ_{7}$	-0.0492	-1.70
$γ_{8}$	-0.0013	-0.06

Estimation Period:
Jan 1, 1990 to Jul 3, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts