S&P 500 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, October 20th, 2025:12.02% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3806 | 5.46 | |
| 0.0864 | 41.13 | |
| 0.9910 | 557.68 | |
| 6.9923 | 7.78 |
Estimation Period:
Jan 1, 1990 to Oct 17, 2025
Jan 1, 1990 to Oct 17, 2025
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