NASDAQ Composite Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, October 16th, 2025:17.72% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9206 | 7.36 | |
| 0.0862 | 38.62 | |
| 0.9903 | 666.90 | |
| 9.2315 | 5.59 |
Estimation Period:
Jan 1, 1990 to Oct 10, 2025
Jan 1, 1990 to Oct 10, 2025
Other NASDAQ Composite Index Analyses
Other GAS-GARCH Student T Analyses on Equity Indices