S&P Composite 1500 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, January 26th, 2026:12.06% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3285 | 7.14 | |
| 0.0927 | 38.38 | |
| 0.9882 | 543.58 | |
| 7.5939 | 6.97 |
Estimation Period:
Oct 31, 1994 to Jan 23, 2026
Oct 31, 1994 to Jan 23, 2026
Other GAS-GARCH Student T Analyses on Equity Indices