NASDAQ Composite Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, November 26th, 2025:23.19% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9325 | 7.43 | |
| 0.0863 | 38.87 | |
| 0.9904 | 672.80 | |
| 9.2919 | 5.57 |
Estimation Period:
Jan 1, 1990 to Nov 21, 2025
Jan 1, 1990 to Nov 21, 2025
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