S&P 100 Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
13.66%
decreased by 0.82%
1 Week
13.77%
decreased by 0.71%
1 Month
14.19%
decreased by 0.29%
Analysis last updated: Friday, May 22, 2026 at 11:22 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4782 | 5.17 | |
| 0.0858 | 41.31 | |
| 0.9917 | 582.34 | |
| 6.8535 | 8.36 |
Estimation Period:
Jan 1, 1990 to May 22, 2026
Jan 1, 1990 to May 22, 2026
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