S&P 500 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, January 20th, 2026:8.88% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3656 | 5.54 | |
| 0.0865 | 41.07 | |
| 0.9909 | 558.25 | |
| 7.0425 | 7.69 |
Estimation Period:
Jan 1, 1990 to Jan 16, 2026
Jan 1, 1990 to Jan 16, 2026
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