S&P 500 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:13.75% (-0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3658 | 5.52 | |
| 0.0862 | 40.81 | |
| 0.9908 | 552.30 | |
| 7.0007 | 7.70 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
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