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	param	t-stat
$ω$	0.0214	20.52
$α$	0.0039	1.55
$β$	0.8973	415.41
$γ$	0.1598	29.29

V-Lab

S&P 500 Index GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, March 17th, 2026:15.56% (-0.65%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P 500 Index Analyses