S&P Composite 1500 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, January 26th, 2026:14.53% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0244 | 19.73 | |
| 0.0000 | 0.00 | |
| 0.8901 | 385.01 | |
| 0.1812 | 29.78 |
Estimation Period:
Oct 31, 1994 to Jan 23, 2026
Oct 31, 1994 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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