V-Lab
V-Lab
S&P Composite 1500 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, June 2nd, 2025:15.03% (-0.67%)
Analysis last updated: Friday, May 30, 2025 at 09:13 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P Composite 1500 Index GJR-GARCH
paramt-stat
ω0.023619.39
α0.00000.00
β0.8919390.32
γ0.179829.65
Estimation Period:
Oct 31, 1994 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts