NASDAQ 100 GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, January 15th, 2026:14.05% (+0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7438 | 6.30 | |
| 0.0796 | 40.40 | |
| 0.9928 | 760.17 | |
| 9.3283 | 5.82 |
Estimation Period:
Jan 1, 1990 to Jan 9, 2026
Jan 1, 1990 to Jan 9, 2026
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