S&P 100 Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, March 30th, 2026
1 Day
20.22%
increased by 1.90%
1 Week
20.21%
increased by 1.89%
1 Month
20.16%
increased by 1.84%
Analysis last updated: Friday, March 27, 2026 at 11:23 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4977 | 5.13 | |
| 0.0860 | 41.47 | |
| 0.9918 | 586.88 | |
| 6.8491 | 8.42 |
Estimation Period:
Jan 1, 1990 to Mar 27, 2026
Jan 1, 1990 to Mar 27, 2026
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