Dow Jones Industrial Average GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:13.65% (-0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1704 | 6.66 | |
| 0.0875 | 36.80 | |
| 0.9878 | 506.59 | |
| 7.0364 | 7.17 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
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