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	param	t-stat
$ω$	0.0260	12.10
$α$	0.0000	0.00
$β$	0.8832	222.93
$γ$	0.1870	17.47

V-Lab

S&P 500 Scored & Screened Index (ESG) GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:13.25% (-0.06%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P 500 Scored & Screened Index (ESG) Analyses