S&P Composite 1500 Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, April 28th, 2026
1 Day
14.40%
decreased by 0.96%
1 Week
14.50%
decreased by 0.86%
1 Month
14.88%
decreased by 0.48%
Analysis last updated: Tuesday, April 28, 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 | |
|---|---|---|
| 1.3307 | 7.18 | |
| 0.0925 | 38.40 | |
| 0.9882 | 545.98 | |
| 7.6038 | 6.97 |
Estimation Period:
Oct 31, 1994 to Apr 24, 2026
Oct 31, 1994 to Apr 24, 2026
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