S&P Composite 1500 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, October 28th, 2025:13.87% (+1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3414 | 7.08 | |
| 0.0930 | 38.57 | |
| 0.9884 | 546.37 | |
| 7.5778 | 7.03 |
Estimation Period:
Oct 31, 1994 to Oct 24, 2025
Oct 31, 1994 to Oct 24, 2025
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