NASDAQ Composite Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:18.92% (+1.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9131 | 7.53 | |
| 0.0863 | 38.48 | |
| 0.9902 | 667.23 | |
| 9.2893 | 5.56 |
Estimation Period:
Jan 1, 1990 to Mar 6, 2026
Jan 1, 1990 to Mar 6, 2026
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