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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.9340	7.46***
α ARCH Response to squared shocks	0.0859	38.39***
β GARCH Volatility persistence	0.9903	672.31***
ν DF Student-t tail thickness	9.2991	5.56***

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NASDAQ Composite Index GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other NASDAQ Composite Index Analyses