S&P 500 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, March 12th, 2026:12.91% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3642 | 5.54 | |
| 0.0861 | 40.85 | |
| 0.9908 | 554.47 | |
| 7.0195 | 7.68 |
Estimation Period:
Jan 1, 1990 to Mar 6, 2026
Jan 1, 1990 to Mar 6, 2026
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