Dow Jones Composite Average GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:13.62% (-0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0259 | 9.38 | |
| 0.0873 | 34.32 | |
| 0.9833 | 501.15 | |
| 7.8983 | 5.70 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
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