Dow Jones Industrial Average GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:14.64% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1647 | 6.68 | |
| 0.0870 | 36.81 | |
| 0.9879 | 508.16 | |
| 7.0339 | 7.15 |
Estimation Period:
Jan 1, 1990 to Mar 13, 2026
Jan 1, 1990 to Mar 13, 2026
Other Dow Jones Industrial Average Analyses
Other GAS-GARCH Student T Analyses on Equity Indices