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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0149	5.09***
α ARCH Response to squared shocks	0.1274	34.39***
β GARCH Volatility persistence	0.9766	734.83***
γ leverage Additional response to negative shocks	-0.1064	-33.64***

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iShares Russell 2000 ETF EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other iShares Russell 2000 ETF Analyses