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	param	t-stat
$ω$	0.0266	23.98
$α$	0.0214	11.37
$β$	0.8903	476.35
$γ$	0.1381	27.40

V-Lab

S&P MidCap 400 Index GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, March 19th, 2026:20.34% (-0.12%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P MidCap 400 Index Analyses