S&P Composite 1500 Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
16.30%
increased by 0.25%
1 Week
16.35%
increased by 0.30%
1 Month
16.53%
increased by 0.48%
Analysis last updated: Wednesday, June 17, 2026 at 12:06 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3276 | 7.16 | |
| 0.0923 | 38.29 | |
| 0.9882 | 541.16 | |
| 7.5696 | 6.98 |
Estimation Period:
Oct 31, 1994 to Jun 12, 2026
Oct 31, 1994 to Jun 12, 2026
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