S&P SmallCap 600 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:20.86% (+1.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7431 | 8.20 | |
| 0.0848 | 40.88 | |
| 0.9916 | 868.34 | |
| 10.3974 | 5.36 |
Estimation Period:
Jan 1, 1990 to Oct 10, 2025
Jan 1, 1990 to Oct 10, 2025
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