S&P 500 Capital Markets Industry Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:33.42% (+2.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6049 | 7.43 | |
| 0.0939 | 30.55 | |
| 0.9830 | 418.67 | |
| 6.9322 | 6.15 |
Estimation Period:
Apr 29, 2003 to Feb 6, 2026
Apr 29, 2003 to Feb 6, 2026
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