S&P MidCap 400 Index GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, April 16th, 2026
1 Day
15.36%
decreased by 0.58%
1 Week
15.50%
decreased by 0.44%
1 Month
15.97%
increased by 0.03%
Analysis last updated: Wednesday, April 15, 2026 at 11:01 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0265 | 23.93 | |
| 0.0211 | 11.25 | |
| 0.8907 | 478.07 | |
| 0.1381 | 27.50 |
Estimation Period:
Jan 1, 1990 to Apr 10, 2026
Jan 1, 1990 to Apr 10, 2026
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