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	param	t-stat
$ω$	0.0265	23.95
$α$	0.0214	11.36
$β$	0.8904	475.88
$γ$	0.1379	27.36

V-Lab

S&P MidCap 400 Index GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, March 5th, 2026:17.15% (-0.82%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P MidCap 400 Index Analyses