S&P 100 Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, July 8th, 2026
1 Day
14.59%
decreased by 0.77%
1 Week
14.68%
decreased by 0.68%
1 Month
15.02%
decreased by 0.34%
Analysis last updated: Tuesday, July 7, 2026 at 11:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4824 | 5.15 | |
| 0.0856 | 41.27 | |
| 0.9917 | 580.98 | |
| 6.8323 | 8.38 |
Estimation Period:
Jan 1, 1990 to Jul 2, 2026
Jan 1, 1990 to Jul 2, 2026
Other GAS-GARCH Student T Analyses on Equity Indices