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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.9369	8.27***
α ARCH Response to squared shocks	0.0905	10.32***
β GARCH Volatility persistence	0.8773	80.74***

γ₁	0.0146	0.57
γ₂	0.0254	0.61
γ₃	-0.1439	-4.54***
γ₄	0.1893	6.69***
γ₅	-0.1371	-5.34***
γ₆	0.0991	3.51***
γ₇	-0.0662	-2.35**
γ₈	0.0177	0.84

V-Lab

NASDAQ 100 Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other NASDAQ 100 Analyses