S&P Composite 1500 Financials Sector Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:19.45% (+0.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5305 | 7.62 | |
| 0.0789 | 24.07 | |
| 0.9830 | 344.79 | |
| 8.5381 | 3.20 |
Estimation Period:
Jun 28, 1996 to Feb 6, 2026
Jun 28, 1996 to Feb 6, 2026
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