S&P MidCap 400 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:19.84% (+2.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3868 | 10.84 | |
| 0.0902 | 36.96 | |
| 0.9867 | 699.81 | |
| 10.9565 | 4.51 |
Estimation Period:
Jan 1, 1990 to Nov 21, 2025
Jan 1, 1990 to Nov 21, 2025
Other GAS-GARCH Student T Analyses on Equity Indices