V-Lab
Dow Jones Industrial Average GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, October 8th, 2025:7.91% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1758 | 6.49 | |
| 0.0874 | 36.97 | |
| 0.9882 | 508.58 | |
| 7.0016 | 7.19 |
Estimation Period:
Jan 1, 1990 to Oct 3, 2025
Jan 1, 1990 to Oct 3, 2025
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