NASDAQ 100 Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:18.92% (-0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9104 | 8.24 | |
| 0.0917 | 10.22 | |
| 0.8743 | 77.76 | |
| 0.0029 | 0.11 | |
| 0.0503 | 1.20 | |
| -0.1698 | -5.38 | |
| 0.2095 | 7.74 | |
| -0.1490 | -5.94 | |
| 0.1027 | 3.59 | |
| -0.0560 | -1.72 | |
| -0.0176 | -0.36 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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