S&P MidCap 400 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:14.71% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3745 | 10.85 | |
| 0.0895 | 36.85 | |
| 0.9867 | 696.29 | |
| 10.8779 | 4.52 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
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