NASDAQ 100 Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
28.48%
decreased by 1.45%
1 Week
28.12%
decreased by 1.81%
1 Month
26.92%
decreased by 3.01%
Analysis last updated: Saturday, June 13, 2026 at 12:41 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9312 | 8.24 | |
| 0.0904 | 10.26 | |
| 0.8772 | 80.21 | |
| 0.0120 | 0.46 | |
| 0.0312 | 0.75 | |
| -0.1502 | -4.72 | |
| 0.1940 | 6.93 | |
| -0.1397 | -5.47 | |
| 0.1000 | 3.54 | |
| -0.0644 | -2.27 | |
| 0.0150 | 0.71 |
Estimation Period:
Jan 1, 1990 to Jun 12, 2026
Jan 1, 1990 to Jun 12, 2026
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