Dow Jones Composite Average GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, January 20th, 2026:11.98% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0214 | 9.42 | |
| 0.0873 | 34.38 | |
| 0.9832 | 501.65 | |
| 7.9012 | 5.70 |
Estimation Period:
Jan 1, 1990 to Jan 16, 2026
Jan 1, 1990 to Jan 16, 2026
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