NASDAQ 100 Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.97% (+1.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9240 | 8.24 | |
| 0.0919 | 10.36 | |
| 0.8750 | 78.87 | |
| 0.0070 | 0.27 | |
| 0.0425 | 1.00 | |
| -0.1622 | -5.06 | |
| 0.2026 | 7.38 | |
| -0.1448 | -5.73 | |
| 0.1029 | 3.63 | |
| -0.0650 | -2.29 | |
| 0.0153 | 0.73 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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