S&P 500 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:12.33% (+0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3620 | 5.52 | |
| 0.0861 | 40.82 | |
| 0.9908 | 552.30 | |
| 6.9953 | 7.70 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
Other S&P 500 Index Analyses
Other GAS-GARCH Student T Analyses on Equity Indices