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	param	t-stat
$ω$	0.0403	31.54
$α$	0.0996	29.40
$β$	0.7988	305.69
$γ$	0.1536	24.78

V-Lab

S&P SmallCap 600 Index Asy. MEM Volatility Analysis

Volatility Prediction for Tuesday, January 20th, 2026:13.52% (-0.63%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P SmallCap 600 Index Analyses