S&P MidCap 400 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.95% (+1.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0266 | 24.03 | |
| 0.0217 | 11.40 | |
| 0.8899 | 472.57 | |
| 0.1383 | 27.28 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices