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	param	t-stat
$ω$	0.0265	23.92
$α$	0.0219	11.42
$β$	0.8898	471.54
$γ$	0.1381	27.23

V-Lab

S&P MidCap 400 Index GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, December 29th, 2025:12.00% (-0.43%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P MidCap 400 Index Analyses