S&P 100 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, March 12th, 2026:12.54% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4797 | 5.14 | |
| 0.0858 | 41.33 | |
| 0.9918 | 580.99 | |
| 6.8269 | 8.39 |
Estimation Period:
Jan 1, 1990 to Mar 6, 2026
Jan 1, 1990 to Mar 6, 2026
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