S&P 500 Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, May 11th, 2026
1 Day
9.82%
decreased by 0.22%
1 Week
10.17%
increased by 0.13%
1 Month
11.32%
increased by 1.28%
Analysis last updated: Saturday, May 9, 2026 at 12:28 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0214 | 20.53 | |
| 0.0036 | 1.47 | |
| 0.8975 | 416.28 | |
| 0.1600 | 29.57 |
Estimation Period:
Jan 1, 1990 to May 8, 2026
Jan 1, 1990 to May 8, 2026
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