Horizons Betapr Sp500 VIX SH GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:70.28% (-8.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 18.1225 | 13.32 | |
| 0.1724 | 18.28 | |
| 0.8841 | 93.70 | |
| 5.2119 | 6.61 |
Estimation Period:
Dec 16, 2010 to Feb 6, 2026
Dec 16, 2010 to Feb 6, 2026
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