S&P 500 Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
12.84%
decreased by 0.53%
1 Week
12.96%
decreased by 0.41%
1 Month
13.43%
increased by 0.06%
Analysis last updated: Saturday, May 23, 2026 at 12:29 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3584 | 5.58 | |
| 0.0860 | 40.79 | |
| 0.9908 | 555.06 | |
| 7.0414 | 7.65 |
Estimation Period:
Jan 1, 1990 to May 22, 2026
Jan 1, 1990 to May 22, 2026
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