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	param	t-stat
$ω$	0.0102	7.55
$α$	0.1588	45.36
$β$	0.9774	1,193.40
$γ$	-0.0887	-32.83

V-Lab

S&P SmallCap 600 Index EGARCH Volatility Analysis

Volatility Prediction for Monday, December 29th, 2025:13.55% (-0.64%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P SmallCap 600 Index Analyses