S&P 100 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, October 27th, 2025:12.94% (+0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5010 | 5.09 | |
| 0.0858 | 41.98 | |
| 0.9920 | 593.65 | |
| 6.8337 | 8.48 |
Estimation Period:
Jan 1, 1990 to Oct 24, 2025
Jan 1, 1990 to Oct 24, 2025
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