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	param	t-stat
$ω$	0.7360	6.06
$α$	0.1077	10.61
$β$	0.8593	75.65
$γ_{1}$	0.0230	3.94
$γ_{2}$	-0.0378	-4.66
$γ_{3}$	0.0185	3.19
$γ_{4}$	0.0050	0.60

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Russell 2000 Index Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Russell 2000 Index Analyses