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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0499	28.52***
α ARCH Response to squared shocks	0.1045	29.52***
β GARCH Volatility persistence	0.7979	295.29***
γ leverage Additional response to negative shocks	0.1452	20.70***

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iShares Russell 2000 ETF Asy. MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other iShares Russell 2000 ETF Analyses