S&P Total Market Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:13.53% (-1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3740 | 6.75 | |
| 0.1094 | 32.78 | |
| 0.9835 | 371.27 | |
| 6.6166 | 7.43 |
Estimation Period:
Mar 30, 2006 to Feb 6, 2026
Mar 30, 2006 to Feb 6, 2026
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