MSCI USA GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, October 10th, 2025:8.77% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4541 | 4.68 | |
| 0.0799 | 44.20 | |
| 0.9926 | 591.16 | |
| 6.2302 | 9.02 |
Estimation Period:
Jan 1, 1990 to Apr 17, 2025
Jan 1, 1990 to Apr 17, 2025
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