S&P 1000 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:12.95% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0287 | 23.81 | |
| 0.0149 | 7.65 | |
| 0.8919 | 461.88 | |
| 0.1520 | 29.48 |
Estimation Period:
Dec 29, 1994 to Feb 6, 2026
Dec 29, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other S&P 1000 Index Analyses
Other GJR-GARCH Analyses on Equity Indices