S&P 100 Index GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, April 16th, 2026
1 Day
14.11%
decreased by 0.49%
1 Week
14.23%
decreased by 0.37%
1 Month
14.65%
increased by 0.05%
Analysis last updated: Wednesday, April 15, 2026 at 11:01 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0206 | 19.48 | |
| 0.0047 | 1.98 | |
| 0.9023 | 375.33 | |
| 0.1511 | 27.42 |
Estimation Period:
Jan 1, 1990 to Apr 10, 2026
Jan 1, 1990 to Apr 10, 2026
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