S&P 500 Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 1st, 2026
1 Day
11.38%
decreased by 0.58%
1 Week
11.55%
decreased by 0.41%
1 Month
12.17%
increased by 0.21%
Analysis last updated: Saturday, May 30, 2026 at 12:32 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3546 | 5.60 | |
| 0.0861 | 40.78 | |
| 0.9907 | 553.80 | |
| 7.0420 | 7.65 |
Estimation Period:
Jan 1, 1990 to May 29, 2026
Jan 1, 1990 to May 29, 2026
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