S&P 100 Index GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
11.24%
decreased by 0.34%
1 Week
11.50%
decreased by 0.08%
1 Month
12.37%
increased by 0.79%
Analysis last updated: Friday, May 22, 2026 at 11:22 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0205 | 19.53 | |
| 0.0051 | 2.19 | |
| 0.9026 | 377.64 | |
| 0.1500 | 27.61 |
Estimation Period:
Jan 1, 1990 to May 22, 2026
Jan 1, 1990 to May 22, 2026
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