V-Lab
V-Lab
S&P SmallCap 600 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, July 14th, 2025:16.91% (+0.54%)
Analysis last updated: Friday, July 11, 2025 at 09:21 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P SmallCap 600 Index GJR-GARCH
paramt-stat
ω0.023624.44
α0.035117.39
β0.8951510.92
γ0.112722.64
Estimation Period:
Jan 1, 1990 to Jul 11, 2025
Impact of return on volatility tomorrow
Volatility Forecasts