Dow Jones Composite Average GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, November 28th, 2025:15.27% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0288 | 9.26 | |
| 0.0872 | 34.28 | |
| 0.9834 | 498.16 | |
| 7.8625 | 5.71 |
Estimation Period:
Jan 1, 1990 to Nov 26, 2025
Jan 1, 1990 to Nov 26, 2025
Other GAS-GARCH Student T Analyses on Equity Indices