S&P 100 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, October 20th, 2025:12.45% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5015 | 5.08 | |
| 0.0858 | 42.00 | |
| 0.9920 | 593.29 | |
| 6.8235 | 8.50 |
Estimation Period:
Jan 1, 1990 to Oct 17, 2025
Jan 1, 1990 to Oct 17, 2025
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