V-Lab
V-Lab
S&P 100 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, July 11th, 2025:10.50% (-0.30%)
Analysis last updated: Thursday, July 10, 2025 at 09:13 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P 100 Index GJR-GARCH
paramt-stat
ω0.020319.59
α0.00622.56
β0.9014375.26
γ0.151627.08
Estimation Period:
Jan 1, 1990 to Jul 3, 2025
Impact of return on volatility tomorrow
Volatility Forecasts