NASDAQ 100 Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.35% (+1.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9090 | 8.23 | |
| 0.0919 | 10.21 | |
| 0.8740 | 77.48 | |
| 0.0023 | 0.09 | |
| 0.0516 | 1.23 | |
| -0.1709 | -5.41 | |
| 0.2102 | 7.78 | |
| -0.1494 | -5.96 | |
| 0.1027 | 3.59 | |
| -0.0556 | -1.71 | |
| -0.0175 | -0.36 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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