V-Lab
ServiceNow Inc GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, August 26th, 2026
1 Day
45.77%
decreased by 0.80%
1 Week
45.66%
decreased by 0.91%
1 Month
45.27%
decreased by 1.30%
Analysis last updated: Tuesday, August 25, 2026 at 09:47 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jun 29, 2012 to Aug 21, 2026Model Insight
This asset exhibits a strong leverage effect: volatility responds almost entirely to negative shocks. The ARCH response to positive shocks is negligible.
σ
GJR-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.1620 | 9.09*** |
α ARCH Response to squared shocks | 0.0021 | 1.18 |
β GARCH Volatility persistence | 0.9412 | 244.98*** |
γ leverage Additional response to negative shocks | 0.0695 | 14.97*** |
Persistence:
0.978
Half-life:
31 days
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