S&P 500 Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
12.37%
decreased by 0.63%
1 Week
12.51%
decreased by 0.49%
1 Month
13.02%
increased by 0.02%
Analysis last updated: Wednesday, June 10, 2026 at 01:06 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3592 | 5.53 | |
| 0.0858 | 40.67 | |
| 0.9908 | 550.43 | |
| 6.9915 | 7.69 |
Estimation Period:
Jan 1, 1990 to Jun 5, 2026
Jan 1, 1990 to Jun 5, 2026
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