S&P MidCap 400 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.82% (+4.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3772 | 10.80 | |
| 0.0896 | 36.69 | |
| 0.9866 | 693.85 | |
| 10.8893 | 4.50 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
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