S&P 1000 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:14.98% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5190 | 11.95 | |
| 0.0927 | 33.64 | |
| 0.9852 | 675.24 | |
| 12.1143 | 3.80 |
Estimation Period:
Dec 29, 1994 to Feb 6, 2026
Dec 29, 1994 to Feb 6, 2026
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