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	param	t-stat
$ω$	0.0078	6.09
$α$	0.0938	51.38
$β$	0.8846	455.53
$γ$	0.5578	42.00

V-Lab

S&P SmallCap 600 Index AGARCH Volatility Analysis

Volatility Prediction for Tuesday, January 20th, 2026:12.98% (+0.21%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P SmallCap 600 Index Analyses