S&P Total Market Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:12.56% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3795 | 6.74 | |
| 0.1095 | 32.93 | |
| 0.9837 | 375.61 | |
| 6.6370 | 7.43 |
Estimation Period:
Mar 30, 2006 to Dec 5, 2025
Mar 30, 2006 to Dec 5, 2025
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