Dow Jones Industrial Average GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, December 16th, 2025:13.38% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1711 | 6.62 | |
| 0.0875 | 36.77 | |
| 0.9879 | 506.36 | |
| 7.0273 | 7.16 |
Estimation Period:
Jan 1, 1990 to Dec 12, 2025
Jan 1, 1990 to Dec 12, 2025
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