S&P 100 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 22nd, 2025:13.47% (+0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4949 | 5.12 | |
| 0.0858 | 41.69 | |
| 0.9919 | 591.12 | |
| 6.8568 | 8.40 |
Estimation Period:
Jan 1, 1990 to Dec 19, 2025
Jan 1, 1990 to Dec 19, 2025
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