S&P 500 Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, April 1st, 2026
1 Day
21.58%
increased by 3.54%
1 Week
21.53%
increased by 3.49%
1 Month
21.34%
increased by 3.30%
Analysis last updated: Wednesday, April 1, 2026 at 12:22 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3761 | 5.53 | |
| 0.0863 | 40.90 | |
| 0.9909 | 558.89 | |
| 7.0417 | 7.69 |
Estimation Period:
Jan 1, 1990 to Mar 27, 2026
Jan 1, 1990 to Mar 27, 2026
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