NASDAQ Composite Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:18.73% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9128 | 7.54 | |
| 0.0863 | 38.49 | |
| 0.9902 | 668.13 | |
| 9.2982 | 5.56 |
Estimation Period:
Jan 1, 1990 to Mar 13, 2026
Jan 1, 1990 to Mar 13, 2026
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