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
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