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	param	t-stat
$ω$	0.0214	20.52
$α$	0.0039	1.57
$β$	0.8971	414.94
$γ$	0.1600	29.28

V-Lab

S&P 500 Index GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 25th, 2026:13.82% (-0.54%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P 500 Index Analyses