V-Lab
V-Lab
S&P 100 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, January 30th, 2023:13.85% (-0.52%)

Analysis last updated: Friday, January 27, 2023, 11:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P 100 Index GJR-GARCH
paramt-stat
ω0.018718.75
α0.00813.28
β0.9034366.66
γ0.146025.75
Estimation Period:
Jan 1, 1990 to Jan 27, 2023
Impact of return on volatility tomorrow
Volatility Forecasts