S&P SmallCap 600 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 10th, 2025:18.86% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7425 | 8.26 | |
| 0.0848 | 40.98 | |
| 0.9916 | 872.15 | |
| 10.4586 | 5.32 |
Estimation Period:
Jan 1, 1990 to Nov 7, 2025
Jan 1, 1990 to Nov 7, 2025
Other GAS-GARCH Student T Analyses on Equity Indices