FTSE SmallCap Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:6.06% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1593 | 4.85 | |
| 0.1375 | 88.95 | |
| 0.9948 | 963.01 | |
| 5.0702 | 27.78 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
Other GAS-GARCH Student T Analyses on Equity Indices