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	param	t-stat
$ω$	0.2061	7.85
$α$	0.0000	0.00
$β$	0.4781	9.20
$γ$	0.2558	2.65

V-Lab

Parametric Equity Premi Incm GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:10.03% (-0.05%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Parametric Equity Premi Incm Analyses