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

V-Lab

NASDAQ 100 Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, August 1st, 2025:12.69% (+0.11%)

Analysis last updated: Thursday, July 31, 2025 at 09:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9072	8.13
$α$	0.0921	10.27
$β$	0.8747	78.42
$γ_{1}$	-0.0002	-0.01
$γ_{2}$	0.0583	1.31
$γ_{3}$	-0.1782	-5.45
$γ_{4}$	0.2129	7.89
$γ_{5}$	-0.1482	-5.80
$γ_{6}$	0.1000	3.46
$γ_{7}$	-0.0544	-1.87
$γ_{8}$	0.0046	0.21

Estimation Period:
Jan 1, 1990 to Jul 25, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts