S&P 100 Index GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, July 8th, 2026
1 Day
14.35%
decreased by 0.42%
1 Week
14.46%
decreased by 0.31%
1 Month
14.85%
increased by 0.08%
Analysis last updated: Tuesday, July 7, 2026 at 11:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0207 | 19.64 | |
| 0.0051 | 2.20 | |
| 0.9023 | 377.23 | |
| 0.1501 | 27.69 |
Estimation Period:
Jan 1, 1990 to Jul 2, 2026
Jan 1, 1990 to Jul 2, 2026
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