S&P SmallCap 600 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, October 24th, 2025:19.16% (-0.63%)
Parameter Estimates
param | t-stat | |
---|---|---|
0.0233 | 24.35 | |
0.0343 | 17.48 | |
0.8966 | 520.07 | |
0.1120 | 22.85 |
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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