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	param	t-stat
$ω$	0.0243	19.69
$α$	0.0000	0.00
$β$	0.8900	384.80
$γ$	0.1816	29.80

V-Lab

S&P Composite 1500 Index GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, December 23rd, 2025:12.45% (-0.48%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P Composite 1500 Index Analyses