V-Lab
V-Lab
S&P Composite 1500 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, September 20th, 2024:13.91% (-0.57%)

Analysis last updated: Thursday, September 19, 2024 at 09:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

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10Y ·

All

graph of S&P Composite 1500 Index GJR-GARCH
paramt-stat
ω0.022519.07
α0.00000.00
β0.8949396.85
γ0.175229.73
Estimation Period:
Oct 31, 1994 to Sep 13, 2024
Impact of return on volatility tomorrow
Volatility Forecasts