S&P 100 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 20th, 2025:16.65% (-0.70%)
Parameter Estimates
param | t-stat | |
---|---|---|
0.0206 | 19.41 | |
0.0052 | 2.16 | |
0.9018 | 374.05 | |
0.1515 | 27.24 |
Estimation Period:
Jan 1, 1990 to Oct 17, 2025
Jan 1, 1990 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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