NASDAQ 100 GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:20.36% (-1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7738 | 6.28 | |
| 0.0796 | 40.60 | |
| 0.9929 | 766.09 | |
| 9.3449 | 5.82 |
Estimation Period:
Jan 1, 1990 to Nov 14, 2025
Jan 1, 1990 to Nov 14, 2025
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