NASDAQ 100 Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
27.99%
increased by 12.01%
1 Week
27.65%
increased by 11.67%
1 Month
26.53%
increased by 10.55%
Analysis last updated: Saturday, June 6, 2026 at 12:05 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9308 | 8.25 | |
| 0.0903 | 10.23 | |
| 0.8772 | 79.99 | |
| 0.0117 | 0.45 | |
| 0.0321 | 0.77 | |
| -0.1513 | -4.75 | |
| 0.1948 | 6.98 | |
| -0.1402 | -5.50 | |
| 0.1002 | 3.55 | |
| -0.0642 | -2.27 | |
| 0.0148 | 0.70 |
Estimation Period:
Jan 1, 1990 to Jun 5, 2026
Jan 1, 1990 to Jun 5, 2026
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