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

V-Lab

NASDAQ 100 Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, September 15th, 2025:13.93% (-0.22%)

Analysis last updated: Friday, September 12, 2025 at 09:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9093	8.13
$α$	0.0919	10.30
$β$	0.8750	78.86
$γ_{1}$	0.0009	0.03
$γ_{2}$	0.0555	1.26
$γ_{3}$	-0.1749	-5.36
$γ_{4}$	0.2109	7.77
$γ_{5}$	-0.1481	-5.81
$γ_{6}$	0.1020	3.54
$γ_{7}$	-0.0591	-2.04
$γ_{8}$	0.0094	0.45

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts