S&P 500 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, December 16th, 2025:11.55% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3735 | 5.51 | |
| 0.0864 | 40.95 | |
| 0.9909 | 557.32 | |
| 7.0287 | 7.70 |
Estimation Period:
Jan 1, 1990 to Dec 12, 2025
Jan 1, 1990 to Dec 12, 2025
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