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	param	t-stat
$ω$	0.0078	6.11
$α$	0.0935	51.44
$β$	0.8851	457.87
$γ$	0.5579	42.04

V-Lab

S&P SmallCap 600 Index AGARCH Volatility Analysis

Volatility Prediction for Thursday, March 5th, 2026:16.75% (-0.99%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P SmallCap 600 Index Analyses