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	param	t-stat
$ω$	0.0235	24.49
$α$	0.0341	17.49
$β$	0.8962	520.47
$γ$	0.1128	23.11

V-Lab

S&P SmallCap 600 Index GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:16.31% (+1.46%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P SmallCap 600 Index Analyses