S&P 500 Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
19.82%
increased by 9.72%
1 Week
19.72%
increased by 9.62%
1 Month
19.36%
increased by 9.26%
Analysis last updated: Saturday, June 6, 2026 at 12:14 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0215 | 20.58 | |
| 0.0036 | 1.47 | |
| 0.8975 | 416.26 | |
| 0.1599 | 29.58 |
Estimation Period:
Jan 1, 1990 to Jun 5, 2026
Jan 1, 1990 to Jun 5, 2026
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