NASDAQ 100 GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, October 27th, 2025:16.95% (+0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7662 | 6.27 | |
| 0.0796 | 40.68 | |
| 0.9929 | 764.92 | |
| 9.3169 | 5.85 |
Estimation Period:
Jan 1, 1990 to Oct 24, 2025
Jan 1, 1990 to Oct 24, 2025
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