NASDAQ Composite Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.60% (+2.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9213 | 7.48 | |
| 0.0865 | 38.51 | |
| 0.9902 | 665.00 | |
| 9.2593 | 5.58 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
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