V-Lab
V-Lab
S&P SmallCap 600 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 9th, 2025:25.68% (-0.75%)
Analysis last updated: Thursday, May 8, 2025 at 09:14 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P SmallCap 600 Index GJR-GARCH
paramt-stat
ω0.023624.31
α0.035417.46
β0.8948507.53
γ0.113022.62
Estimation Period:
Jan 1, 1990 to May 2, 2025
Impact of return on volatility tomorrow
Volatility Forecasts