S&P MidCap 400 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:17.21% (+0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3817 | 10.89 | |
| 0.0900 | 36.96 | |
| 0.9867 | 700.29 | |
| 10.9622 | 4.50 |
Estimation Period:
Jan 1, 1990 to Dec 12, 2025
Jan 1, 1990 to Dec 12, 2025
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