NASDAQ 100 GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, December 26th, 2025:17.06% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7529 | 6.30 | |
| 0.0794 | 40.42 | |
| 0.9928 | 762.52 | |
| 9.3349 | 5.81 |
Estimation Period:
Jan 1, 1990 to Dec 24, 2025
Jan 1, 1990 to Dec 24, 2025
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