Dow Jones Industrial Average GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, November 26th, 2025:16.38% (+1.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1751 | 6.58 | |
| 0.0876 | 36.74 | |
| 0.9879 | 504.31 | |
| 7.0105 | 7.17 |
Estimation Period:
Jan 1, 1990 to Nov 21, 2025
Jan 1, 1990 to Nov 21, 2025
Other Dow Jones Industrial Average Analyses
Other GAS-GARCH Student T Analyses on Equity Indices