V-Lab
V-Lab
S&P SmallCap 600 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, July 30th, 2025:16.75% (-0.57%)
Analysis last updated: Tuesday, July 29, 2025 at 09:13 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

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10Y ·

All

graph of S&P SmallCap 600 Index GJR-GARCH
paramt-stat
ω0.023524.42
α0.035017.39
β0.8954511.93
γ0.112322.61
Estimation Period:
Jan 1, 1990 to Jul 25, 2025
Impact of return on volatility tomorrow
Volatility Forecasts