S&P 500 Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 22nd, 2026
1 Day
17.83%
increased by 0.31%
1 Week
17.85%
increased by 0.33%
1 Month
17.90%
increased by 0.38%
Analysis last updated: Friday, June 19, 2026 at 12:25 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3694 | 5.55 | |
| 0.0860 | 40.83 | |
| 0.9908 | 554.15 | |
| 7.0188 | 7.68 |
Estimation Period:
Jan 1, 1990 to Jun 18, 2026
Jan 1, 1990 to Jun 18, 2026
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