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	param	t-stat
$ω$	0.0235	24.42
$α$	0.0338	17.34
$β$	0.8964	520.53
$γ$	0.1132	23.20

V-Lab

S&P SmallCap 600 Index GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, January 20th, 2026:12.90% (-0.31%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P SmallCap 600 Index Analyses