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 3rd, 2025:18.49% (-0.67%)

Analysis last updated: Friday, October 31, 2025 at 09:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9148	8.19
$α$	0.0920	10.32
$β$	0.8746	78.27
$γ_{1}$	0.0034	0.13
$γ_{2}$	0.0503	1.16
$γ_{3}$	-0.1703	-5.27
$γ_{4}$	0.2081	7.67
$γ_{5}$	-0.1472	-5.82
$γ_{6}$	0.1023	3.58
$γ_{7}$	-0.0605	-2.10
$γ_{8}$	0.0105	0.49

Estimation Period:
Jan 1, 1990 to Oct 31, 2025

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Volatility Forecasts

Volatility Forecasts