V-Lab: S&P 500 Index GAS-GARCH Student T Volatility Analysis

V-Lab

S&P 500 Index GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, October 8th, 2025:8.36% (+0.02%)

Analysis last updated: Tuesday, October 7, 2025 at 09:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3829	5.51
$α$	0.0865	41.55
$β$	0.9911	572.58
$ν$	7.0715	7.76

Estimation Period:
Jan 1, 1990 to Oct 3, 2025