S&P MidCap 400 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, January 21st, 2026:14.89% (+1.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3732 | 10.99 | |
| 0.0900 | 36.95 | |
| 0.9866 | 700.21 | |
| 10.9863 | 4.49 |
Estimation Period:
Jan 1, 1990 to Jan 16, 2026
Jan 1, 1990 to Jan 16, 2026
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