S&P SmallCap 600 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:24.06% (-0.42%)
Parameter Estimates
param | t-stat | |
---|---|---|
0.0233 | 24.35 | |
0.0343 | 17.49 | |
0.8965 | 518.82 | |
0.1121 | 22.83 |
Estimation Period:
Jan 1, 1990 to Oct 10, 2025
Jan 1, 1990 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices