S&P MidCap 400 Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, March 30th, 2026
1 Day
21.30%
increased by 0.94%
1 Week
21.24%
increased by 0.88%
1 Month
21.00%
increased by 0.64%
Analysis last updated: Friday, March 27, 2026 at 11:23 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3846 | 10.87 | |
| 0.0895 | 37.02 | |
| 0.9868 | 702.82 | |
| 10.9170 | 4.52 |
Estimation Period:
Jan 1, 1990 to Mar 27, 2026
Jan 1, 1990 to Mar 27, 2026
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