S&P 500 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 11th, 2025:13.95% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0214 | 20.50 | |
| 0.0042 | 1.67 | |
| 0.8967 | 413.98 | |
| 0.1607 | 29.23 |
Estimation Period:
Jan 1, 1990 to Nov 7, 2025
Jan 1, 1990 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
Other S&P 500 Index Analyses
Other GJR-GARCH Analyses on Equity Indices