NASDAQ 100 Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, April 15th, 2026
1 Day
22.29%
increased by 0.63%
1 Week
22.12%
increased by 0.46%
1 Month
21.56%
decreased by 0.10%
Analysis last updated: Wednesday, April 15, 2026 at 12:04 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9150 | 8.21 | |
| 0.0917 | 10.30 | |
| 0.8749 | 78.70 | |
| 0.0044 | 0.17 | |
| 0.0469 | 1.12 | |
| -0.1660 | -5.25 | |
| 0.2069 | 7.55 | |
| -0.1481 | -5.86 | |
| 0.1037 | 3.62 | |
| -0.0604 | -1.87 | |
| -0.0073 | -0.15 |
Estimation Period:
Jan 1, 1990 to Apr 10, 2026
Jan 1, 1990 to Apr 10, 2026
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