S&P 500 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 5th, 2026:10.83% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3622 | 5.51 | |
| 0.0861 | 40.89 | |
| 0.9909 | 553.56 | |
| 6.9980 | 7.72 |
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Jan 1, 1990 to Jan 30, 2026
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