S&P 100 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, November 18th, 2025:15.53% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5066 | 5.09 | |
| 0.0858 | 41.94 | |
| 0.9920 | 595.08 | |
| 6.8434 | 8.46 |
Estimation Period:
Jan 1, 1990 to Nov 14, 2025
Jan 1, 1990 to Nov 14, 2025
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