NASDAQ Composite Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, December 16th, 2025:15.22% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9179 | 7.45 | |
| 0.0863 | 38.66 | |
| 0.9903 | 667.29 | |
| 9.2588 | 5.58 |
Estimation Period:
Jan 1, 1990 to Dec 12, 2025
Jan 1, 1990 to Dec 12, 2025
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