Dow Jones Industrial Average GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, January 26th, 2026:14.04% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1661 | 6.69 | |
| 0.0875 | 36.81 | |
| 0.9878 | 507.09 | |
| 7.0451 | 7.15 |
Estimation Period:
Jan 1, 1990 to Jan 23, 2026
Jan 1, 1990 to Jan 23, 2026
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