Dow Jones Euro Stoxx Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:20.35% (-0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4727 | 6.10 | |
| 0.0832 | 36.56 | |
| 0.9900 | 585.12 | |
| 6.9755 | 7.55 |
Estimation Period:
Jan 1, 1990 to Mar 6, 2026
Jan 1, 1990 to Mar 6, 2026
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