V-Lab
NASDAQ 100 Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 22nd, 2023:23.21% (+0.02%)
Analysis last updated: Tuesday, March 21, 2023, 10:20 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8522 | 6.53 | |
| 0.0908 | 11.26 | |
| 0.8946 | 105.17 | |
| -0.0064 | -2.77 | |
| 0.0131 | 3.08 |
Estimation Period:
Jan 1, 1990 to Mar 17, 2023
Jan 1, 1990 to Mar 17, 2023