NASDAQ Composite Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, March 6th, 2026:17.28% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9133 | 7.51 | |
| 0.0863 | 38.45 | |
| 0.9902 | 665.88 | |
| 9.2773 | 5.56 |
Estimation Period:
Jan 1, 1990 to Feb 27, 2026
Jan 1, 1990 to Feb 27, 2026
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