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	param	t-stat
$ω$	0.0234	24.45
$α$	0.0339	17.48
$β$	0.8967	522.86
$γ$	0.1124	23.11

V-Lab

S&P SmallCap 600 Index GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, March 5th, 2026:17.14% (-0.68%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P SmallCap 600 Index Analyses