S&P MidCap 400 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 29th, 2025:12.71% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3739 | 10.93 | |
| 0.0901 | 36.93 | |
| 0.9866 | 697.24 | |
| 10.9476 | 4.50 |
Estimation Period:
Jan 1, 1990 to Dec 26, 2025
Jan 1, 1990 to Dec 26, 2025
Other GAS-GARCH Student T Analyses on Equity Indices