S&P Composite 1500 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.89% (+2.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3323 | 7.14 | |
| 0.0929 | 38.34 | |
| 0.9882 | 541.78 | |
| 7.5843 | 6.99 |
Estimation Period:
Oct 31, 1994 to Feb 6, 2026
Oct 31, 1994 to Feb 6, 2026
Other GAS-GARCH Student T Analyses on Equity Indices