S&P Composite 1500 Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, July 8th, 2026
1 Day
12.77%
decreased by 0.76%
1 Week
12.93%
decreased by 0.60%
1 Month
13.49%
decreased by 0.04%
Analysis last updated: Wednesday, July 8, 2026 at 12:05 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3281 | 7.19 | |
| 0.0923 | 38.33 | |
| 0.9882 | 542.94 | |
| 7.5939 | 6.95 |
Estimation Period:
Oct 31, 1994 to Jul 2, 2026
Oct 31, 1994 to Jul 2, 2026
Other GAS-GARCH Student T Analyses on Equity Indices