  We show that the uniform norm of generalized grey Brownian motion over the
unit interval has an analytic density, excluding the special case of fractional
Brownian motion. Our main result is an asymptotic expansion for the small ball
probability of generalized grey Brownian motion, which extends to other norms
on path space. The decay rate is not exponential but polynomial, of degree two.
For the uniform norm and the H\"older norm, we also prove a large deviations
estimate.
