NASDAQ Composite Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, November 12th, 2025:20.77% (-1.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9276 | 7.44 | |
| 0.0864 | 38.86 | |
| 0.9903 | 670.95 | |
| 9.2801 | 5.58 |
Estimation Period:
Jan 1, 1990 to Nov 7, 2025
Jan 1, 1990 to Nov 7, 2025
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