S&P 100 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:14.63% (+0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4804 | 5.14 | |
| 0.0857 | 41.34 | |
| 0.9918 | 582.02 | |
| 6.8321 | 8.39 |
Estimation Period:
Jan 1, 1990 to Mar 13, 2026
Jan 1, 1990 to Mar 13, 2026
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