S&P Composite 1500 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, March 2nd, 2026:12.84% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3258 | 7.16 | |
| 0.0926 | 38.41 | |
| 0.9882 | 542.67 | |
| 7.5835 | 6.98 |
Estimation Period:
Oct 31, 1994 to Feb 27, 2026
Oct 31, 1994 to Feb 27, 2026
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