S&P 500 Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, April 17th, 2026
1 Day
17.28%
decreased by 1.07%
1 Week
17.31%
decreased by 1.04%
1 Month
17.40%
decreased by 0.95%
Analysis last updated: Friday, April 17, 2026 at 12:23 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3773 | 5.50 | |
| 0.0861 | 40.92 | |
| 0.9909 | 557.96 | |
| 7.0150 | 7.72 |
Estimation Period:
Jan 1, 1990 to Apr 10, 2026
Jan 1, 1990 to Apr 10, 2026
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