S&P 500 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, December 12th, 2025:11.11% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0215 | 20.52 | |
| 0.0042 | 1.65 | |
| 0.8967 | 413.78 | |
| 0.1607 | 29.24 |
Estimation Period:
Jan 1, 1990 to Dec 5, 2025
Jan 1, 1990 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
Other S&P 500 Index Analyses
Other GJR-GARCH Analyses on Equity Indices