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	param	t-stat
$ω$	0.0215	20.53
$α$	0.0043	1.70
$β$	0.8964	413.67
$γ$	0.1608	29.19

V-Lab

S&P 500 Index GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, December 30th, 2025:11.13% (-0.11%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P 500 Index Analyses