S&P 500 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, January 15th, 2026:9.66% (+0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3662 | 5.54 | |
| 0.0864 | 40.98 | |
| 0.9909 | 557.93 | |
| 7.0458 | 7.67 |
Estimation Period:
Jan 1, 1990 to Jan 9, 2026
Jan 1, 1990 to Jan 9, 2026
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