Dow Jones Composite Average GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, October 20th, 2025:11.01% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0272 | 9.16 | |
| 0.0870 | 34.28 | |
| 0.9834 | 494.94 | |
| 7.8215 | 5.72 |
Estimation Period:
Jan 1, 1990 to Oct 17, 2025
Jan 1, 1990 to Oct 17, 2025
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