S&P Composite 1500 Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, March 24th, 2026
1 Day
17.18%
increased by 0.71%
1 Week
7.68%
decreased by 9.50%
1 Month
3.75%
decreased by 13.43%
Analysis last updated: Tuesday, March 24, 2026 at 02:12 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3307 | 7.18 | |
| 0.0926 | 38.39 | |
| 0.9882 | 545.99 | |
| 7.6120 | 6.96 |
Estimation Period:
Oct 31, 1994 to Mar 20, 2026
Oct 31, 1994 to Mar 20, 2026
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