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	param	t-stat
$ω$	0.0207	19.46
$α$	0.0050	2.08
$β$	0.9020	374.41
$γ$	0.1512	27.31

V-Lab

S&P 100 Index GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, January 29th, 2026:13.91% (-0.54%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P 100 Index Analyses