V-Lab
ServiceNow Inc GJR-GARCH Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
57.71%
decreased by 1.17%
1 Week
57.15%
decreased by 1.73%
1 Month
55.16%
decreased by 3.72%
Analysis last updated: Friday, July 24, 2026 at 10:47 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jun 29, 2012 to Jul 24, 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 | 0.1640 | 9.04*** |
α ARCH Response to squared shocks | 0.0022 | 1.19 |
β GARCH Volatility persistence | 0.9408 | 240.86*** |
γ leverage Additional response to negative shocks | 0.0695 | 14.87*** |
Persistence:
0.978
Half-life:
31 days
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