V-Lab: NASDAQ 100 Spline-GARCH Volatility Analysis

V-Lab

NASDAQ 100 Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, July 3rd, 2025:16.01% (-0.15%)

Analysis last updated: Wednesday, July 2, 2025 at 09:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8843	8.08
$α$	0.0916	10.07
$β$	0.8741	76.93
$γ_{1}$	-0.0071	-0.26
$γ_{2}$	0.0712	1.62
$γ_{3}$	-0.1898	-5.89
$γ_{4}$	0.2223	8.40
$γ_{5}$	-0.1538	-6.08
$γ_{6}$	0.1007	3.44
$γ_{7}$	-0.0468	-1.37
$γ_{8}$	-0.0155	-0.29

Estimation Period:
Jan 1, 1990 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts