S&P Composite 1500 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, November 28th, 2025:17.31% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3470 | 7.12 | |
| 0.0930 | 38.53 | |
| 0.9884 | 550.03 | |
| 7.6206 | 6.99 |
Estimation Period:
Oct 31, 1994 to Nov 26, 2025
Oct 31, 1994 to Nov 26, 2025
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