V-Lab: NASDAQ 100 Spline-GARCH Volatility Analysis

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V-Lab

NASDAQ 100 Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, October 17th, 2025:19.99% (-0.97%)

Analysis last updated: Thursday, October 16, 2025 at 09:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8823	8.02
$α$	0.0922	10.09
$β$	0.8733	76.35
$γ_{1}$	-0.0057	-0.21
$γ_{2}$	0.0661	1.54
$γ_{3}$	-0.1827	-5.74
$γ_{4}$	0.2175	8.16
$γ_{5}$	-0.1521	-6.06
$γ_{6}$	0.1015	3.51
$γ_{7}$	-0.0492	-1.47
$γ_{8}$	-0.0249	-0.47

Estimation Period:
Jan 1, 1990 to Oct 10, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts