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, October 13th, 2025:21.93% (+7.92%)

Analysis last updated: Friday, October 10, 2025 at 10:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9128	8.18
$α$	0.0923	10.29
$β$	0.8743	77.89
$γ_{1}$	0.0024	0.09
$γ_{2}$	0.0525	1.20
$γ_{3}$	-0.1723	-5.33
$γ_{4}$	0.2093	7.73
$γ_{5}$	-0.1474	-5.82
$γ_{6}$	0.1016	3.55
$γ_{7}$	-0.0588	-2.04
$γ_{8}$	0.0088	0.41

Estimation Period:
Jan 1, 1990 to Oct 10, 2025

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Volatility Forecasts