V-Lab: NASDAQ 100 Spline-GARCH Volatility Analysis

V-Lab

NASDAQ 100 Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 20th, 2025:24.98% (-1.29%)

Analysis last updated: Monday, May 19, 2025 at 09:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8880	8.04
$α$	0.0904	10.04
$β$	0.8764	77.93
$γ_{1}$	-0.0076	-0.27
$γ_{2}$	0.0732	1.63
$γ_{3}$	-0.1927	-5.87
$γ_{4}$	0.2243	8.38
$γ_{5}$	-0.1549	-6.01
$γ_{6}$	0.1020	3.40
$γ_{7}$	-0.0509	-1.45
$γ_{8}$	0.0053	0.09

Estimation Period:
Jan 1, 1990 to May 16, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts