V-Lab
V-Lab
S&P Composite 1500 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 30th, 2024:18.56% (+0.73%)

Analysis last updated: Friday, December 27, 2024 at 10:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P Composite 1500 Index GJR-GARCH
paramt-stat
ω0.023019.23
α0.00000.00
β0.8939395.02
γ0.176129.63
Estimation Period:
Oct 31, 1994 to Dec 27, 2024
Impact of return on volatility tomorrow
Volatility Forecasts