Skip to main content
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

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 Aug 21, 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

0.1620
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