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	param	t-stat
$ω$	0.0050	1.65
$α$	0.1498	37.83
$β$	0.9744	704.56
$γ$	-0.1299	-36.65

V-Lab

S&P 500 Value Index EGARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:12.90% (+2.96%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P 500 Value Index Analyses