S&P 500 Index GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 5th, 2026
1 Day
10.38%
increased by 0.06%
1 Week
10.69%
increased by 0.37%
1 Month
11.73%
increased by 1.41%
Analysis last updated: Tuesday, May 5, 2026 at 12:26 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0214 | 20.50 | |
| 0.0035 | 1.42 | |
| 0.8973 | 415.63 | |
| 0.1605 | 29.55 |
Estimation Period:
Jan 1, 1990 to May 1, 2026
Jan 1, 1990 to May 1, 2026
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