Dow Jones Industrial Average GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, November 6th, 2025:10.43% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1694 | 6.53 | |
| 0.0872 | 36.77 | |
| 0.9880 | 502.27 | |
| 6.9800 | 7.18 |
Estimation Period:
Jan 1, 1990 to Oct 31, 2025
Jan 1, 1990 to Oct 31, 2025
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