S&P 500 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, November 18th, 2025:14.44% (+0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3808 | 5.47 | |
| 0.0863 | 41.06 | |
| 0.9910 | 558.94 | |
| 7.0095 | 7.74 |
Estimation Period:
Jan 1, 1990 to Nov 14, 2025
Jan 1, 1990 to Nov 14, 2025
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