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	param	t-stat
$ω$	0.0206	19.49
$α$	0.0049	2.07
$β$	0.9023	375.49
$γ$	0.1505	27.35

V-Lab

S&P 100 Index GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, March 23rd, 2026:18.19% (+1.69%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P 100 Index Analyses