Dow Jones Composite Average GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, March 18th, 2026:14.27% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0241 | 9.37 | |
| 0.0869 | 34.30 | |
| 0.9833 | 502.46 | |
| 7.8992 | 5.68 |
Estimation Period:
Jan 1, 1990 to Mar 13, 2026
Jan 1, 1990 to Mar 13, 2026
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