Dow Jones Euro Stoxx Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, January 19th, 2026:9.98% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4608 | 6.06 | |
| 0.0830 | 36.60 | |
| 0.9901 | 587.61 | |
| 6.9731 | 7.56 |
Estimation Period:
Jan 1, 1990 to Jan 16, 2026
Jan 1, 1990 to Jan 16, 2026
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