S&P 500 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 1st, 2025:14.74% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0214 | 20.49 | |
| 0.0041 | 1.62 | |
| 0.8969 | 414.64 | |
| 0.1606 | 29.27 |
Estimation Period:
Jan 1, 1990 to Nov 28, 2025
Jan 1, 1990 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
Other S&P 500 Index Analyses
Other GJR-GARCH Analyses on Equity Indices