S&P 500 Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 1st, 2026
1 Day
9.84%
decreased by 0.25%
1 Week
10.19%
increased by 0.10%
1 Month
11.33%
increased by 1.24%
Analysis last updated: Saturday, May 30, 2026 at 12:32 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0213 | 20.53 | |
| 0.0036 | 1.47 | |
| 0.8978 | 417.37 | |
| 0.1596 | 29.62 |
Estimation Period:
Jan 1, 1990 to May 29, 2026
Jan 1, 1990 to May 29, 2026
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