Dow Jones Industrial Average GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:12.09% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1612 | 6.68 | |
| 0.0873 | 36.77 | |
| 0.9878 | 505.26 | |
| 7.0177 | 7.17 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
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