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V-Lab
V-Lab
S&P SmallCap 600 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, November 13th, 2025:16.55% (-0.73%)
Analysis last updated: Wednesday, November 12, 2025 at 10:11 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
ω0.023324.35
α0.034217.46
β0.8967520.11
γ0.111922.85
Estimation Period:
Jan 1, 1990 to Nov 7, 2025
Impact of return on volatility tomorrow
Volatility Forecasts