V-Lab
V-Lab
S&P Composite 1500 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, July 1st, 2025:10.42% (-0.31%)
Analysis last updated: Monday, June 30, 2025 at 09:13 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of S&P Composite 1500 Index GJR-GARCH
paramt-stat
ω0.023919.46
α0.00000.00
β0.8910387.89
γ0.181129.72
Estimation Period:
Oct 31, 1994 to Jun 27, 2025
Impact of return on volatility tomorrow
Volatility Forecasts