S&P SmallCap 600 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 29th, 2025:13.47% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7325 | 8.28 | |
| 0.0850 | 40.83 | |
| 0.9915 | 863.70 | |
| 10.4231 | 5.33 |
Estimation Period:
Jan 1, 1990 to Dec 26, 2025
Jan 1, 1990 to Dec 26, 2025
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