S&P Composite 1500 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 26th, 2026:13.49% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0243 | 19.72 | |
| 0.0000 | 0.00 | |
| 0.8904 | 386.11 | |
| 0.1807 | 29.79 |
Estimation Period:
Oct 31, 1994 to Feb 20, 2026
Oct 31, 1994 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices