V-Lab
V-Lab
S&P SmallCap 600 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, July 7th, 2025:14.95% (-0.52%)
Analysis last updated: Thursday, July 3, 2025 at 09:24 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P SmallCap 600 Index GJR-GARCH
paramt-stat
ω0.023724.45
α0.035117.36
β0.8949509.91
γ0.113122.69
Estimation Period:
Jan 1, 1990 to Jul 3, 2025
Impact of return on volatility tomorrow
Volatility Forecasts