NASDAQ 100 Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, January 15th, 2026:13.71% (+0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9062 | 8.24 | |
| 0.0918 | 10.16 | |
| 0.8739 | 76.92 | |
| 0.0015 | 0.06 | |
| 0.0534 | 1.27 | |
| -0.1728 | -5.48 | |
| 0.2114 | 7.86 | |
| -0.1494 | -5.98 | |
| 0.1015 | 3.54 | |
| -0.0518 | -1.58 | |
| -0.0281 | -0.54 |
Estimation Period:
Jan 1, 1990 to Jan 9, 2026
Jan 1, 1990 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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