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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of ServiceNow Inc GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jun 29, 2012 to Jul 24, 2026

Model 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

ParameterValuet-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