Dow Jones Composite Average GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:13.54% (+0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0222 | 9.40 | |
| 0.0871 | 34.30 | |
| 0.9832 | 501.14 | |
| 7.8933 | 5.69 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
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