Dow Jones Composite Average GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, November 7th, 2025:10.04% (+0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0255 | 9.17 | |
| 0.0869 | 34.32 | |
| 0.9835 | 495.95 | |
| 7.8275 | 5.72 |
Estimation Period:
Jan 1, 1990 to Oct 31, 2025
Jan 1, 1990 to Oct 31, 2025
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