Dow Jones Euro Stoxx Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, November 20th, 2025:15.73% (-0.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4726 | 6.08 | |
| 0.0831 | 36.59 | |
| 0.9901 | 590.78 | |
| 7.0142 | 7.49 |
Estimation Period:
Jan 1, 1990 to Nov 14, 2025
Jan 1, 1990 to Nov 14, 2025
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