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	param	t-stat
$ω$	0.0103	7.64
$α$	0.1589	45.48
$β$	0.9774	1,194.83
$γ$	-0.0886	-32.89

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S&P SmallCap 600 Index EGARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:16.33% (+0.60%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P SmallCap 600 Index Analyses