Dow Jones Composite Average GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:12.98% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0257 | 9.29 | |
| 0.0871 | 34.28 | |
| 0.9833 | 498.91 | |
| 7.8668 | 5.71 |
Estimation Period:
Jan 1, 1990 to Dec 5, 2025
Jan 1, 1990 to Dec 5, 2025
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