S&P Composite 1500 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, December 23rd, 2025:13.14% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3360 | 7.16 | |
| 0.0930 | 38.44 | |
| 0.9883 | 547.53 | |
| 7.6283 | 6.96 |
Estimation Period:
Oct 31, 1994 to Dec 19, 2025
Oct 31, 1994 to Dec 19, 2025
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