NASDAQ 100 GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:16.13% (+3.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7691 | 6.22 | |
| 0.0795 | 40.51 | |
| 0.9929 | 764.94 | |
| 9.2933 | 5.86 |
Estimation Period:
Jan 1, 1990 to Oct 10, 2025
Jan 1, 1990 to Oct 10, 2025
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