S&P 500 Index GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, April 21st, 2026
1 Day
11.98%
decreased by 0.32%
1 Week
12.20%
decreased by 0.10%
1 Month
12.94%
increased by 0.64%
Analysis last updated: Tuesday, April 21, 2026 at 12:20 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0214 | 20.51 | |
| 0.0037 | 1.48 | |
| 0.8975 | 416.26 | |
| 0.1600 | 29.42 |
Estimation Period:
Jan 1, 1990 to Apr 17, 2026
Jan 1, 1990 to Apr 17, 2026
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