NASDAQ 100 GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:17.53% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7610 | 6.29 | |
| 0.0796 | 40.51 | |
| 0.9928 | 762.53 | |
| 9.3347 | 5.82 |
Estimation Period:
Jan 1, 1990 to Dec 5, 2025
Jan 1, 1990 to Dec 5, 2025
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