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	param	t-stat
$ω$	-0.0090	-4.32
$α$	0.0968	41.03
$β$	0.8749	339.51
$γ$	0.6816	33.45

V-Lab

S&P 500 Value Index AGARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:11.02% (-0.25%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P 500 Value Index Analyses