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

V-Lab

NASDAQ 100 Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, August 25th, 2025:16.84% (+1.20%)

Analysis last updated: Friday, August 22, 2025 at 09:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9075	8.14
$α$	0.0920	10.28
$β$	0.8747	78.47
$γ_{1}$	0.0006	0.02
$γ_{2}$	0.0562	1.28
$γ_{3}$	-0.1758	-5.41
$γ_{4}$	0.2114	7.83
$γ_{5}$	-0.1477	-5.81
$γ_{6}$	0.1004	3.50
$γ_{7}$	-0.0557	-1.93
$γ_{8}$	0.0056	0.26

Estimation Period:
Jan 1, 1990 to Aug 22, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts