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	param	t-stat
$ω$	0.0181	23.44
$α$	0.0385	18.87
$β$	0.8991	545.27
$γ$	0.1069	22.49

V-Lab

Russell 2000 Index GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:17.60% (-0.82%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Russell 2000 Index Analyses