S&P MidCap 400 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, March 12th, 2026:17.50% (-1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3809 | 10.87 | |
| 0.0895 | 36.93 | |
| 0.9867 | 699.29 | |
| 10.8877 | 4.53 |
Estimation Period:
Jan 1, 1990 to Mar 6, 2026
Jan 1, 1990 to Mar 6, 2026
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