NASDAQ Composite Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, January 26th, 2026:14.83% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9085 | 7.46 | |
| 0.0861 | 38.51 | |
| 0.9902 | 663.67 | |
| 9.2254 | 5.59 |
Estimation Period:
Jan 1, 1990 to Jan 23, 2026
Jan 1, 1990 to Jan 23, 2026
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