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	param	t-stat
$ω$	0.0207	19.45
$α$	0.0057	2.38
$β$	0.9010	374.01
$γ$	0.1516	27.09

V-Lab

S&P 100 Index GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, January 20th, 2026:10.04% (-0.22%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P 100 Index Analyses