S&P MidCap 400 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:19.14% (+2.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3831 | 10.76 | |
| 0.0902 | 36.77 | |
| 0.9867 | 694.86 | |
| 10.8955 | 4.53 |
Estimation Period:
Jan 1, 1990 to Oct 10, 2025
Jan 1, 1990 to Oct 10, 2025
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