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	param	t-stat
$ω$	0.0615	14.82
$α$	0.0242	8.93
$β$	0.8818	335.54
$γ$	0.1362	16.93

V-Lab

S&P 500 Capital Markets Industry Index GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:34.47% (+1.19%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P 500 Capital Markets Industry Index Analyses