Dow Jones Euro Stoxx Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 1st, 2025:13.86% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4705 | 6.09 | |
| 0.0830 | 36.52 | |
| 0.9901 | 590.77 | |
| 7.0152 | 7.49 |
Estimation Period:
Jan 1, 1990 to Nov 28, 2025
Jan 1, 1990 to Nov 28, 2025
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