Dow Jones Industrial Average GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, October 16th, 2025:10.98% (-0.66%)
Parameter Estimates
param | t-stat | |
---|---|---|
1.1733 | 6.47 | |
0.0872 | 36.71 | |
0.9880 | 501.80 | |
6.9602 | 7.20 |
Estimation Period:
Jan 1, 1990 to Oct 10, 2025
Jan 1, 1990 to Oct 10, 2025
Other Dow Jones Industrial Average Analyses
Other GAS-GARCH Student T Analyses on Equity Indices