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

V-Lab

NASDAQ 100 Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, September 22nd, 2025:14.01% (+0.06%)

Analysis last updated: Friday, September 19, 2025 at 09:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9132	8.11
$α$	0.0920	10.33
$β$	0.8753	79.30
$γ_{1}$	0.0014	0.05
$γ_{2}$	0.0545	1.23
$γ_{3}$	-0.1741	-5.32
$γ_{4}$	0.2103	7.71
$γ_{5}$	-0.1478	-5.78
$γ_{6}$	0.1021	3.53
$γ_{7}$	-0.0600	-2.07
$γ_{8}$	0.0106	0.50

Estimation Period:
Jan 1, 1990 to Sep 19, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts