S&P 500 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:12.60% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3757 | 5.50 | |
| 0.0864 | 40.98 | |
| 0.9909 | 557.96 | |
| 7.0259 | 7.71 |
Estimation Period:
Jan 1, 1990 to Dec 5, 2025
Jan 1, 1990 to Dec 5, 2025
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