S&P SmallCap 600 Index GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, March 24th, 2026
1 Day
22.24%
decreased by 0.19%
1 Week
22.21%
decreased by 0.03%
1 Month
22.10%
decreased by 0.14%
Analysis last updated: Monday, March 23, 2026 at 11:01 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0234 | 24.44 | |
| 0.0338 | 17.48 | |
| 0.8969 | 523.90 | |
| 0.1121 | 23.09 |
Estimation Period:
Jan 1, 1990 to Mar 20, 2026
Jan 1, 1990 to Mar 20, 2026
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