Dow Jones Industrial Average GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, October 16th, 2025:10.98% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1733 | 6.47 | |
| 0.0872 | 36.71 | |
| 0.9880 | 501.80 | |
| 6.9602 | 7.20 |
Estimation Period:
Jan 1, 1990 to Oct 10, 2025
Jan 1, 1990 to Oct 10, 2025
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