Dow Jones Composite Average GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.34% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0248 | 9.38 | |
| 0.0871 | 34.31 | |
| 0.9833 | 501.41 | |
| 7.8970 | 5.70 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
Other GAS-GARCH Student T Analyses on Equity Indices