S&P 100 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:14.39% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0206 | 19.46 | |
| 0.0049 | 2.07 | |
| 0.9022 | 375.14 | |
| 0.1507 | 27.34 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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