S&P 100 Index GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, April 29th, 2026
1 Day
12.09%
decreased by 0.20%
1 Week
12.31%
increased by 0.02%
1 Month
13.04%
increased by 0.75%
Analysis last updated: Tuesday, April 28, 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 | |
|---|---|---|
| 0.0206 | 19.49 | |
| 0.0048 | 2.05 | |
| 0.9023 | 375.97 | |
| 0.1509 | 27.49 |
Estimation Period:
Jan 1, 1990 to Apr 24, 2026
Jan 1, 1990 to Apr 24, 2026
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