S&P 500 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, November 21st, 2025:18.16% (+2.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0214 | 20.50 | |
| 0.0041 | 1.63 | |
| 0.8968 | 414.43 | |
| 0.1607 | 29.26 |
Estimation Period:
Jan 1, 1990 to Nov 14, 2025
Jan 1, 1990 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
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