S&P Total Market Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:12.30% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0334 | 14.77 | |
| 0.0120 | 1.69 | |
| 0.8623 | 175.02 | |
| 0.1996 | 20.07 |
Estimation Period:
Mar 30, 2006 to Dec 5, 2025
Mar 30, 2006 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
Other S&P Total Market Index Analyses
Other GJR-GARCH Analyses on Equity Indices