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	param	t-stat
$ω$	0.0215	20.54
$α$	0.0040	1.60
$β$	0.8968	414.01
$γ$	0.1605	29.27

V-Lab

S&P 500 Index GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:13.27% (-0.35%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P 500 Index Analyses