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	param	t-stat
$ω$	0.0182	23.49
$α$	0.0388	18.90
$β$	0.8988	543.07
$γ$	0.1071	22.47

V-Lab

Russell 2000 Index GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:21.38% (+2.20%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Russell 2000 Index Analyses