S&P MidCap 400 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:12.57% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0266 | 23.94 | |
| 0.0213 | 11.31 | |
| 0.8903 | 475.58 | |
| 0.1383 | 27.42 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices