Dow Jones Industrial Average GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 4th, 2026:12.41% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1621 | 6.71 | |
| 0.0875 | 36.80 | |
| 0.9878 | 506.81 | |
| 7.0449 | 7.15 |
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Jan 1, 1990 to Jan 30, 2026
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