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	param	t-stat
$ω$	0.0060	1.71
$α$	0.1484	30.37
$β$	0.9698	575.20
$γ$	-0.1427	-34.26

V-Lab

S&P Composite 1500 Index EGARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:13.85% (-0.12%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P Composite 1500 Index Analyses