S&P SmallCap 600 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, November 6th, 2025:18.43% (+1.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7380 | 8.26 | |
| 0.0848 | 40.92 | |
| 0.9916 | 869.06 | |
| 10.4373 | 5.33 |
Estimation Period:
Jan 1, 1990 to Oct 31, 2025
Jan 1, 1990 to Oct 31, 2025
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