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V-Lab
V-Lab
S&P Composite 1500 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 15th, 2025:18.76% (-0.95%)
Analysis last updated: Tuesday, October 14, 2025 at 09:13 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P Composite 1500 Index GJR-GARCH
paramt-stat
ω0.024519.67
α0.00000.00
β0.8895381.78
γ0.183029.78
Estimation Period:
Oct 31, 1994 to Oct 10, 2025
Impact of return on volatility tomorrow
Volatility Forecasts