NASDAQ 100 Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
27.48%
decreased by 0.78%
1 Week
27.52%
decreased by 0.74%
1 Month
27.66%
decreased by 0.60%
Analysis last updated: Wednesday, June 10, 2026 at 12:05 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9258 | 7.37 | |
| 0.0917 | 11.56 | |
| 0.8928 | 107.32 | |
| -0.0039 | -2.23 | |
| 0.0089 | 2.66 |
Estimation Period:
Jan 1, 1990 to Jun 5, 2026
Jan 1, 1990 to Jun 5, 2026
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