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	param	t-stat
$ω$	0.0234	24.38
$α$	0.0338	17.34
$β$	0.8966	520.66
$γ$	0.1127	23.07

V-Lab

S&P SmallCap 600 Index GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, December 24th, 2025:13.86% (-0.17%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P SmallCap 600 Index Analyses