S&P 100 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 29th, 2025:11.87% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4899 | 5.13 | |
| 0.0858 | 41.66 | |
| 0.9919 | 590.05 | |
| 6.8556 | 8.40 |
Estimation Period:
Jan 1, 1990 to Dec 26, 2025
Jan 1, 1990 to Dec 26, 2025
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