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	param	t-stat
$ω$	0.0078	6.10
$α$	0.0936	51.28
$β$	0.8849	455.91
$γ$	0.5571	41.89

V-Lab

S&P SmallCap 600 Index AGARCH Volatility Analysis

Volatility Prediction for Monday, December 22nd, 2025:15.11% (-0.81%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P SmallCap 600 Index Analyses