Model asymmetric volatility using EGARCH. ln(sigma_t^2) = omega + alpha*(|z_{t-1}| - E|z|) + gamma*z_{t-1} + beta*ln(sigma_{t-1}^2). Negative gamma captures leverage (bad news increases vol more).
Use the full interactive calculator below, or
GARCH Vol Forecast
Finance Ultra-depth
GJR-GARCH Threshold
DCC-GARCH Correlation