S&P 100 Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
12.27%
increased by 2.68%
1 Week
12.47%
increased by 2.88%
1 Month
13.17%
increased by 3.58%
Analysis last updated: Friday, May 15, 2026 at 11:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0206 | 19.55 | |
| 0.0052 | 2.26 | |
| 0.9024 | 377.25 | |
| 0.1500 | 27.57 |
Estimation Period:
Jan 1, 1990 to May 15, 2026
Jan 1, 1990 to May 15, 2026
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