S&P 100 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:13.91% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0206 | 19.42 | |
| 0.0051 | 2.14 | |
| 0.9020 | 374.58 | |
| 0.1513 | 27.28 |
Estimation Period:
Jan 1, 1990 to Oct 31, 2025
Jan 1, 1990 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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