S&P MidCap 400 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:14.53% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0266 | 24.00 | |
| 0.0215 | 11.39 | |
| 0.8901 | 474.44 | |
| 0.1383 | 27.37 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices