S&P 500 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, October 16th, 2025:12.13% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3817 | 5.43 | |
| 0.0864 | 41.07 | |
| 0.9910 | 558.65 | |
| 6.9882 | 7.78 |
Estimation Period:
Jan 1, 1990 to Oct 10, 2025
Jan 1, 1990 to Oct 10, 2025
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