S&P 500 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, October 31st, 2025:13.45% (+1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0215 | 20.51 | |
| 0.0043 | 1.68 | |
| 0.8966 | 413.73 | |
| 0.1609 | 29.22 |
Estimation Period:
Jan 1, 1990 to Oct 24, 2025
Jan 1, 1990 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
Other S&P 500 Index Analyses
Other GJR-GARCH Analyses on Equity Indices