S&P Composite 1500 Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, May 27th, 2026
1 Day
12.95%
increased by 0.02%
1 Week
13.10%
increased by 0.17%
1 Month
13.63%
increased by 0.70%
Analysis last updated: Wednesday, May 27, 2026 at 12:12 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3229 | 7.23 | |
| 0.0924 | 38.37 | |
| 0.9882 | 545.04 | |
| 7.6227 | 6.94 |
Estimation Period:
Oct 31, 1994 to May 22, 2026
Oct 31, 1994 to May 22, 2026
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