S&P MidCap 400 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, October 30th, 2025:15.82% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3830 | 10.84 | |
| 0.0903 | 36.93 | |
| 0.9867 | 697.30 | |
| 10.9317 | 4.52 |
Estimation Period:
Jan 1, 1990 to Oct 24, 2025
Jan 1, 1990 to Oct 24, 2025
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