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	param	t-stat
$ω$	0.0207	19.46
$α$	0.0049	2.06
$β$	0.9021	374.94
$γ$	0.1510	27.35

V-Lab

S&P 100 Index GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:16.72% (-0.43%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P 100 Index Analyses