S&P 500 Scored & Screened Index (ESG) GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:13.19% (-1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2941 | 5.82 | |
| 0.1090 | 31.89 | |
| 0.9846 | 351.13 | |
| 6.2951 | 7.70 |
Estimation Period:
Apr 28, 2005 to Feb 6, 2026
Apr 28, 2005 to Feb 6, 2026
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