S&P SmallCap 600 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:19.06% (-1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7459 | 8.24 | |
| 0.0847 | 40.99 | |
| 0.9917 | 872.94 | |
| 10.4408 | 5.33 |
Estimation Period:
Jan 1, 1990 to Dec 5, 2025
Jan 1, 1990 to Dec 5, 2025
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