S&P SmallCap 600 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:15.17% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7319 | 8.27 | |
| 0.0845 | 40.82 | |
| 0.9916 | 867.52 | |
| 10.4090 | 5.34 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
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