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	param	t-stat
$m$	61
$α$	0.0201	9.64
$β$	0.8601	319.61
$γ$	0.1433	43.79
$λ_{1}$	0.0016	7.71
$λ_{2}$	0.0130	13.43
$λ_{3}$	0.9860	932.86

V-Lab

S&P SmallCap 600 Index MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 29th, 2025:15.54% (-0.30%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P SmallCap 600 Index Analyses