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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.9331	8.25***
α ARCH Response to squared shocks	0.0905	10.30***
β GARCH Volatility persistence	0.8772	80.36***

γ₁	0.0126	0.49
γ₂	0.0297	0.71
γ₃	-0.1484	-4.66***
γ₄	0.1926	6.86***
γ₅	-0.1389	-5.43***
γ₆	0.0998	3.54***
γ₇	-0.0651	-2.30**
γ₈	0.0159	0.76

V-Lab

NASDAQ 100 Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other NASDAQ 100 Analyses