NASDAQ 100 Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, March 6th, 2026:17.45% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9237 | 8.21 | |
| 0.0917 | 10.38 | |
| 0.8753 | 79.27 | |
| 0.0078 | 0.29 | |
| 0.0406 | 0.95 | |
| -0.1599 | -4.99 | |
| 0.2011 | 7.30 | |
| -0.1442 | -5.69 | |
| 0.1031 | 3.64 | |
| -0.0664 | -2.34 | |
| 0.0171 | 0.82 |
Estimation Period:
Jan 1, 1990 to Feb 27, 2026
Jan 1, 1990 to Feb 27, 2026
News Impact Curve
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