V-Lab: NASDAQ 100 Spline-GARCH Volatility Analysis

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V-Lab

NASDAQ 100 Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, November 17th, 2025:19.71% (-1.02%)

Analysis last updated: Friday, November 14, 2025 at 10:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9024	8.20
$α$	0.0919	10.16
$β$	0.8739	77.20
$γ_{1}$	-0.0007	-0.03
$γ_{2}$	0.0582	1.36
$γ_{3}$	-0.1778	-5.59
$γ_{4}$	0.2147	8.02
$γ_{5}$	-0.1510	-6.02
$γ_{6}$	0.1018	3.52
$γ_{7}$	-0.0512	-1.54
$γ_{8}$	-0.0220	-0.42

Estimation Period:
Jan 1, 1990 to Nov 14, 2025

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Volatility Forecasts

Volatility Forecasts