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	param	t-stat
$ω$	0.0265	23.92
$α$	0.0218	11.40
$β$	0.8898	472.04
$γ$	0.1383	27.32

V-Lab

S&P MidCap 400 Index GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, January 21st, 2026:14.03% (+2.66%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P MidCap 400 Index Analyses