Dow Jones Euro Stoxx Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 22nd, 2025:10.84% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4640 | 6.09 | |
| 0.0833 | 36.52 | |
| 0.9901 | 588.99 | |
| 7.0110 | 7.50 |
Estimation Period:
Jan 1, 1990 to Dec 19, 2025
Jan 1, 1990 to Dec 19, 2025
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