V-Lab: NASDAQ 100 Spline-GARCH Volatility Analysis

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V-Lab

NASDAQ 100 Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, November 7th, 2025:19.98% (+1.43%)

Analysis last updated: Thursday, November 6, 2025 at 10:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8812	8.00
$α$	0.0920	10.13
$β$	0.8736	76.80
$γ_{1}$	-0.0054	-0.20
$γ_{2}$	0.0650	1.52
$γ_{3}$	-0.1810	-5.70
$γ_{4}$	0.2163	8.10
$γ_{5}$	-0.1515	-6.05
$γ_{6}$	0.1015	3.51
$γ_{7}$	-0.0496	-1.48
$γ_{8}$	-0.0266	-0.50

Estimation Period:
Jan 1, 1990 to Oct 31, 2025

News Impact Curve

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Volatility Forecasts

Volatility Forecasts