S&P 500 Index GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, March 31st, 2026
1 Day
20.48%
decreased by 0.84%
1 Week
20.36%
decreased by 0.96%
1 Month
19.92%
decreased by 1.40%
Analysis last updated: Tuesday, March 31, 2026 at 12:26 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0214 | 20.54 | |
| 0.0038 | 1.53 | |
| 0.8973 | 415.61 | |
| 0.1599 | 29.31 |
Estimation Period:
Jan 1, 1990 to Mar 27, 2026
Jan 1, 1990 to Mar 27, 2026
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