Dow Jones Composite Average GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 5th, 2026:13.16% (+0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0210 | 9.41 | |
| 0.0872 | 34.31 | |
| 0.9832 | 500.35 | |
| 7.8901 | 5.70 |
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Jan 1, 1990 to Jan 30, 2026
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