S&P Composite 1500 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, October 30th, 2025:12.39% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0243 | 19.69 | |
| 0.0000 | 0.00 | |
| 0.8901 | 384.47 | |
| 0.1819 | 29.83 |
Estimation Period:
Oct 31, 1994 to Oct 24, 2025
Oct 31, 1994 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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