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

V-Lab

NASDAQ 100 Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, June 30th, 2025:16.83% (-0.50%)

Analysis last updated: Friday, June 27, 2025 at 09:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9144	8.27
$α$	0.0920	10.22
$β$	0.8746	78.12
$γ_{1}$	-0.0001	-0.00
$γ_{2}$	0.0593	1.34
$γ_{3}$	-0.1801	-5.53
$γ_{4}$	0.2137	7.98
$γ_{5}$	-0.1471	-5.78
$γ_{6}$	0.0970	3.37
$γ_{7}$	-0.0484	-1.67
$γ_{8}$	-0.0020	-0.09

Estimation Period:
Jan 1, 1990 to Jun 27, 2025

News Impact Curve

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Volatility Forecasts

Volatility Forecasts