V-Lab
V-Lab
S&P SmallCap 600 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, July 1st, 2025:15.59% (-0.62%)
Analysis last updated: Monday, June 30, 2025 at 09:12 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of S&P SmallCap 600 Index GJR-GARCH
paramt-stat
ω0.023724.48
α0.035117.36
β0.8948509.57
γ0.113122.69
Estimation Period:
Jan 1, 1990 to Jun 27, 2025
Impact of return on volatility tomorrow
Volatility Forecasts