S&P 500 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, November 26th, 2025:17.46% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3854 | 5.48 | |
| 0.0864 | 41.11 | |
| 0.9910 | 560.85 | |
| 7.0252 | 7.73 |
Estimation Period:
Jan 1, 1990 to Nov 21, 2025
Jan 1, 1990 to Nov 21, 2025
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