Dow Jones Euro Stoxx Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, October 28th, 2025:12.01% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4727 | 6.05 | |
| 0.0829 | 36.66 | |
| 0.9902 | 592.23 | |
| 7.0025 | 7.51 |
Estimation Period:
Jan 1, 1990 to Oct 24, 2025
Jan 1, 1990 to Oct 24, 2025
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