V-Lab
V-Lab
S&P SmallCap 600 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 5th, 2025:16.46% (-0.32%)

Analysis last updated: Tuesday, February 4, 2025 at 10:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P SmallCap 600 Index GJR-GARCH
paramt-stat
ω0.024024.69
α0.036017.59
β0.8937500.11
γ0.112522.32
Estimation Period:
Jan 1, 1990 to Jan 31, 2025
Impact of return on volatility tomorrow
Volatility Forecasts