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	param	t-stat
$ω$	0.0246	21.91
$α$	0.0081	3.62
$β$	0.8847	418.69
$γ$	0.1762	32.35

V-Lab

S&P 500 Value Index GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:13.75% (+3.34%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P 500 Value Index Analyses