S&P Composite 1500 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 15th, 2025:18.76% (-0.95%)
Parameter Estimates
param | t-stat | |
---|---|---|
0.0245 | 19.67 | |
0.0000 | 0.00 | |
0.8895 | 381.78 | |
0.1830 | 29.78 |
Estimation Period:
Oct 31, 1994 to Oct 10, 2025
Oct 31, 1994 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices