Dow Jones Euro Stoxx Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, January 29th, 2026:12.13% (+0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4599 | 6.09 | |
| 0.0829 | 36.49 | |
| 0.9901 | 586.18 | |
| 6.9807 | 7.52 |
Estimation Period:
Jan 1, 1990 to Jan 23, 2026
Jan 1, 1990 to Jan 23, 2026
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