Dow Jones Euro Stoxx Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:11.88% (+1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4622 | 6.08 | |
| 0.0831 | 36.47 | |
| 0.9901 | 586.53 | |
| 6.9877 | 7.52 |
Estimation Period:
Jan 1, 1990 to Jan 9, 2026
Jan 1, 1990 to Jan 9, 2026
Other GAS-GARCH Student T Analyses on Equity Indices