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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0245	19.88***
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.8903	389.14***
γ leverage Additional response to negative shocks	0.1801	30.09***

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S&P Composite 1500 Index GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P Composite 1500 Index Analyses