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 4th, 2025:15.83% (+3.01%)

Analysis last updated: Friday, August 1, 2025 at 09:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9044	8.14
$α$	0.0920	10.25
$β$	0.8744	78.08
$γ_{1}$	-0.0001	-0.00
$γ_{2}$	0.0578	1.31
$γ_{3}$	-0.1774	-5.46
$γ_{4}$	0.2126	7.90
$γ_{5}$	-0.1482	-5.83
$γ_{6}$	0.1000	3.48
$γ_{7}$	-0.0542	-1.87
$γ_{8}$	0.0040	0.19

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts