S&P 500 Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, April 13th, 2026
1 Day
14.71%
decreased by 0.60%
1 Week
14.80%
decreased by 0.51%
1 Month
15.10%
decreased by 0.21%
Analysis last updated: Saturday, April 11, 2026 at 12:24 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0214 | 20.51 | |
| 0.0036 | 1.45 | |
| 0.8974 | 416.05 | |
| 0.1601 | 29.38 |
Estimation Period:
Jan 1, 1990 to Apr 10, 2026
Jan 1, 1990 to Apr 10, 2026
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