S&P 500 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.74% (+2.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3687 | 5.52 | |
| 0.0864 | 40.79 | |
| 0.9908 | 552.61 | |
| 7.0078 | 7.70 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
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