S&P 100 Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
18.12%
decreased by 0.63%
1 Week
18.14%
decreased by 0.61%
1 Month
18.22%
decreased by 0.53%
Analysis last updated: Tuesday, June 16, 2026 at 11:01 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4863 | 5.12 | |
| 0.0855 | 41.32 | |
| 0.9918 | 581.34 | |
| 6.8138 | 8.42 |
Estimation Period:
Jan 1, 1990 to Jun 12, 2026
Jan 1, 1990 to Jun 12, 2026
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