S&P Composite 1500 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.86% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0244 | 19.74 | |
| 0.0000 | 0.00 | |
| 0.8900 | 384.63 | |
| 0.1814 | 29.81 |
Estimation Period:
Oct 31, 1994 to Feb 6, 2026
Oct 31, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices