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V-Lab
V-Lab
S&P 100 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 1st, 2025:15.36% (-0.62%)
Analysis last updated: Friday, November 28, 2025 at 10:13 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P 100 Index GJR-GARCH
paramt-stat
ω0.020619.40
α0.00502.09
β0.9022375.14
γ0.151127.33
Estimation Period:
Jan 1, 1990 to Nov 28, 2025
Impact of return on volatility tomorrow
Volatility Forecasts