Skip to main content
V-Lab
V-Lab
S&P Composite 1500 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 1st, 2025:14.87% (-0.67%)
Analysis last updated: Friday, November 28, 2025 at 10:18 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P Composite 1500 Index GJR-GARCH
paramt-stat
ω0.024319.68
α0.00000.00
β0.8903385.39
γ0.181529.83
Estimation Period:
Oct 31, 1994 to Nov 28, 2025
Impact of return on volatility tomorrow
Volatility Forecasts