S&P SmallCap 600 Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
17.29%
decreased by 0.24%
1 Week
17.35%
decreased by 0.18%
1 Month
17.60%
increased by 0.07%
Analysis last updated: Friday, May 22, 2026 at 11:22 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7347 | 8.30 | |
| 0.0840 | 40.81 | |
| 0.9916 | 876.78 | |
| 10.4667 | 5.29 |
Estimation Period:
Jan 1, 1990 to May 22, 2026
Jan 1, 1990 to May 22, 2026
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