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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.4767	5.17***
α ARCH Response to squared shocks	0.0856	41.25***
β GARCH Volatility persistence	0.9917	580.28***
ν DF Student-t tail thickness	6.8441	8.35***

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S&P 100 Index GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P 100 Index Analyses