S&P 100 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.85% (+2.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4860 | 5.12 | |
| 0.0860 | 41.32 | |
| 0.9918 | 579.63 | |
| 6.8104 | 8.42 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
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