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V-Lab
V-Lab
S&P Composite 1500 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, November 21st, 2025:18.75% (+2.60%)
Analysis last updated: Thursday, November 20, 2025 at 10:21 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
β0.8902385.38
γ0.181529.83
Estimation Period:
Oct 31, 1994 to Nov 14, 2025
Impact of return on volatility tomorrow
Volatility Forecasts