S&P SmallCap 600 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, January 8th, 2026:16.56% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7336 | 8.29 | |
| 0.0849 | 40.83 | |
| 0.9915 | 865.98 | |
| 10.4423 | 5.32 |
Estimation Period:
Jan 1, 1990 to Jan 2, 2026
Jan 1, 1990 to Jan 2, 2026
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