S&P SmallCap 600 Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, March 24th, 2026
1 Day
21.50%
increased by 1.96%
1 Week
9.61%
decreased by 11.89%
1 Month
4.69%
decreased by 16.81%
Analysis last updated: Monday, March 23, 2026 at 11:01 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7421 | 8.28 | |
| 0.0843 | 40.92 | |
| 0.9917 | 876.79 | |
| 10.4504 | 5.31 |
Estimation Period:
Jan 1, 1990 to Mar 20, 2026
Jan 1, 1990 to Mar 20, 2026
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