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	param	t-stat
$ω$	0.0103	7.63
$α$	0.1587	45.46
$β$	0.9774	1,194.85
$γ$	-0.0886	-32.90

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S&P SmallCap 600 Index EGARCH Volatility Analysis

Volatility Prediction for Thursday, February 19th, 2026:15.38% (-0.75%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P SmallCap 600 Index Analyses