S&P Composite 1500 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, October 15th, 2025:13.16% (-0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3426 | 7.03 | |
| 0.0930 | 38.42 | |
| 0.9884 | 545.79 | |
| 7.5589 | 7.05 |
Estimation Period:
Oct 31, 1994 to Oct 10, 2025
Oct 31, 1994 to Oct 10, 2025
Other GAS-GARCH Student T Analyses on Equity Indices