S&P 500 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, January 7th, 2026:10.94% (+0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3676 | 5.53 | |
| 0.0864 | 40.93 | |
| 0.9909 | 557.30 | |
| 7.0378 | 7.68 |
Estimation Period:
Jan 1, 1990 to Jan 2, 2026
Jan 1, 1990 to Jan 2, 2026
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