S&P Asia 50 CME GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:26.12% (+0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.9553 | 6.38 | |
| 0.0593 | 53.74 | |
| 0.9989 | 6,242.86 | |
| 7.7987 | 6.85 |
Estimation Period:
Jan 1, 1998 to Dec 31, 2025
Jan 1, 1998 to Dec 31, 2025
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