S&P 100 Index GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
19.05%
decreased by 0.40%
1 Week
19.00%
decreased by 0.45%
1 Month
18.79%
decreased by 0.66%
Analysis last updated: Tuesday, June 16, 2026 at 11:01 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0207 | 19.62 | |
| 0.0051 | 2.20 | |
| 0.9024 | 377.40 | |
| 0.1502 | 27.70 |
Estimation Period:
Jan 1, 1990 to Jun 12, 2026
Jan 1, 1990 to Jun 12, 2026
Other GJR-GARCH Analyses on Equity Indices