S&P Composite 1500 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, November 21st, 2025:15.83% (+1.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3412 | 7.09 | |
| 0.0928 | 38.50 | |
| 0.9884 | 547.28 | |
| 7.5886 | 7.01 |
Estimation Period:
Oct 31, 1994 to Nov 14, 2025
Oct 31, 1994 to Nov 14, 2025
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