S&P 500 Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, May 11th, 2026
1 Day
14.46%
increased by 0.21%
1 Week
14.54%
increased by 0.29%
1 Month
14.86%
increased by 0.61%
Analysis last updated: Saturday, May 9, 2026 at 12:29 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3643 | 5.56 | |
| 0.0861 | 40.80 | |
| 0.9908 | 555.70 | |
| 7.0339 | 7.67 |
Estimation Period:
Jan 1, 1990 to May 8, 2026
Jan 1, 1990 to May 8, 2026
Other S&P 500 Index Analyses
Other GAS-GARCH Student T Analyses on Equity Indices