NASDAQ 100 Spline-GARCH Volatility Analysis
Volatility prediction for Monday, May 11th, 2026
1 Day
21.08%
increased by 2.34%
1 Week
20.98%
increased by 2.24%
1 Month
20.67%
increased by 1.93%
Analysis last updated: Saturday, May 9, 2026 at 12:10 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9183 | 8.21 | |
| 0.0915 | 10.31 | |
| 0.8752 | 79.04 | |
| 0.0056 | 0.22 | |
| 0.0442 | 1.06 | |
| -0.1631 | -5.16 | |
| 0.2049 | 7.43 | |
| -0.1472 | -5.81 | |
| 0.1038 | 3.62 | |
| -0.0624 | -1.94 | |
| -0.0036 | -0.08 |
Estimation Period:
Jan 1, 1990 to May 8, 2026
Jan 1, 1990 to May 8, 2026
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