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V-Lab
V-Lab
S&P SmallCap 600 Index GARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:16.95% (-0.83%)
Analysis last updated: Friday, October 31, 2025 at 09:34 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P SmallCap 600 Index GARCH
paramt-stat
ω0.019422.36
α0.096545.81
β0.8932430.23
Estimation Period:
Jan 1, 1990 to Oct 31, 2025
Impact of return on volatility tomorrow
Volatility Forecasts