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	param	t-stat
$ω$	0.0060	1.73
$α$	0.1490	30.43
$β$	0.9698	576.56
$γ$	-0.1426	-34.21

V-Lab

S&P Composite 1500 Index EGARCH Volatility Analysis

Volatility Prediction for Tuesday, December 23rd, 2025:12.95% (-0.65%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P Composite 1500 Index Analyses