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

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V-Lab

NASDAQ 100 Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, November 17th, 2025:20.38% (-0.99%)

Analysis last updated: Friday, November 14, 2025 at 10:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9189	8.23
$α$	0.0920	10.32
$β$	0.8747	78.36
$γ_{1}$	0.0042	0.16
$γ_{2}$	0.0491	1.13
$γ_{3}$	-0.1696	-5.25
$γ_{4}$	0.2079	7.64
$γ_{5}$	-0.1474	-5.82
$γ_{6}$	0.1026	3.60
$γ_{7}$	-0.0608	-2.11
$γ_{8}$	0.0105	0.49

Estimation Period:
Jan 1, 1990 to Nov 14, 2025

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Volatility Forecasts

Volatility Forecasts