S&P 500 Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 22nd, 2026
1 Day
17.62%
decreased by 0.79%
1 Week
17.60%
decreased by 0.81%
1 Month
17.50%
decreased by 0.91%
Analysis last updated: Friday, June 19, 2026 at 12:25 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0215 | 20.59 | |
| 0.0035 | 1.44 | |
| 0.8976 | 417.30 | |
| 0.1597 | 29.68 |
Estimation Period:
Jan 1, 1990 to Jun 18, 2026
Jan 1, 1990 to Jun 18, 2026
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