V-Lab
NASDAQ 100 Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, December 9th, 2022:28.96% (-0.82%)
Analysis last updated: Friday, December 9, 2022, 12:08 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8506 | 6.44 | |
| 0.0913 | 11.27 | |
| 0.8943 | 104.85 | |
| -0.0065 | -2.76 | |
| 0.0133 | 3.02 |
Estimation Period:
Jan 1, 1990 to Dec 2, 2022
Jan 1, 1990 to Dec 2, 2022