S&P SmallCap 600 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.13% (+3.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7433 | 8.25 | |
| 0.0846 | 40.87 | |
| 0.9916 | 870.60 | |
| 10.4351 | 5.33 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
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